Can I read Continuous-Time Econometrics : Theory and Applications on EtoBox?

Continuous-Time Econometrics : Theory and Applications by Giancarlo Gandolfo (auth.), Giancarlo Gandolfo (eds.) is a business book available to read on EtoBox.

What is Continuous-Time Econometrics : Theory and Applications about?

Time elapses continuously not in discrete jumps of, say, a quarter or a month. Hence models specified in continuous time are more realistic than the usual models in which time is taken to elapse in such discrete jumps. However much data available to economists is of the discrete-time kind. This was once thought to render impossible the econometric estimation of continuous time models. Over the past decade a body of theory has been built up to show that such estimation is not only possible but ha

Who reads Continuous-Time Econometrics : Theory and Applications?

Author

Giancarlo Gandolfo (auth.), Giancarlo Gandolfo (eds.)

Publisher

Springer Netherlands

Published

1993

Language

EN

ISBN

9780412450204

Category

business

Subjects

Economics, Mathematics, Business

Updated

2026-03-25