The aggregation of dynamic relationships caused by incomplete information

von Thornton, Michael A.
Veröffentlicht in Journal of econometrics (2014)

Handbook of research methods and applications in empirical microeconomics

Veröffentlicht 2023

The exact discretisation of CARMA models with applications in finance

von Thornton, Michael A.
Veröffentlicht in Journal of empirical finance (2016)

Continuous time ARMA processes : discrete time representation and likelihood evaluation

von Thornton, Michael A.
Veröffentlicht in Journal of economic dynamics & control (2017)

A review of econometric concepts and methods for empirical macroeconomics

von Patterson, Kerry D.
Veröffentlicht in Handbook of research methods and applications in empirical macroeconomics (2013)

Discrete time representation of continuous time ARMA processes

von Chambers, Marcus J.
Veröffentlicht in Econometric theory (2012)

Temporal aggregation in macroeconomics

von Thornton, Michael A.
Veröffentlicht in Handbook of research methods and applications in empirical macroeconomics (2013)