估计一般线性连续时间系统的离散模型

Discrete Models for Estimating General Linear Continuous Time Systems

Econometric Theory · 1991
被引 17
人大 A-ABS 4

中文导读

推导了用于估计一阶和二阶线性微分方程系统的离散模型,这些模型不仅包含外生变量的水平值,还包含其导数。

Abstract

This paper derives discrete models for estimating systems of both first- and second-order linear differential equations in which derivatives of the exogenous variables appear in addition to their levels.

连续时间系统离散模型线性微分方程外生变量