Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables
推导了外生变量高阶导数的公式，用于估计一个开放二阶连续时间模型的参数，该模型包含混合存量与流量数据以及不可观测的一阶和二阶外生变量导数，为未来应用高斯估计程序估计连续时间模型奠定基础。
This paper is concerned with deriving formulae for higher order derivatives of exogenous variables for use in estimating the parameters of an open secondorder continuous time model with mixed stock and flow data and first and second order derivatives of exogenous variables which are not observable. This should provide the basis for the future estimation of continuous time models in a range of applied areas using the new Gaussian estimation computer program developed by Nowman [4].