Presents a reassessment of some econometric methods for the analysis of continuous-time specifications of economic models. This title focuses on the estimation and simulation analysis of a continuous-time econometric model based on a theoretical framework - the SETI model - developed in Padoan (1996).
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Presents a reassessment of some econometric methods for the analysis of continuous-time specifications of economic models. This title focuses on the estimation and simulation analysis of a continuous-time econometric model based on a theoretical framework - the SETI model - developed in Padoan (1996).
