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dc.contributor.authorSimos, T.en
dc.date.accessioned2015-11-24T17:04:33Z-
dc.date.available2015-11-24T17:04:33Z-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/11195-
dc.rightsDefault Licence-
dc.titleGaussian estimation of a continuous time system with common stochastic trendsen
heal.typejournalArticle-
heal.type.enJournal articleen
heal.type.elΆρθρο Περιοδικούel
heal.identifier.secondaryhttp://journals.cambridge.org/action/displayAbstract;jsessionid=DC5A0F01C389495A24AFBACE60DFCAFE.journals?fromPage=online&aid=2935472-
heal.languageen-
heal.accesscampus-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.publicationDate1996-
heal.abstractWe derive the exact discrete model and the Gaussian likelihood function of a first-order system of linear stochastic differential equations driven by an observable vector of stochastic trends and a vector of stationary innovations.en
heal.publisherCambridge University Pressen
heal.journalNameEconometric Theoryen
heal.journalTypepeer reviewed-
heal.fullTextAvailabilityTRUE-
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ

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