Continuous-Time Linear Models
收藏NBER2012-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18181
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资源简介：
I translate familiar concepts of discrete-time time-series to contnuous-time equivalent. I cover lag operators, ARMA models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction formulas.
提供机构：
美国国家经济研究局
创建时间：
2012-06-01
