Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations

1 January 1966

journal article
Published by JSTOR in Econometrica

Vol. 34 (1) , 173
https://doi.org/10.2307/1909861

Abstract

This article is concerned with the specification error implied by the use of a non-recursive model as a discrete approximation to a system of stochastic differe...

Keywords

DIFFERENTIAL
DISCRETE APPROXIMATION
EQUATIONS
NONRECURSIVE
SYSTEMS OF STOCHASTIC
MODELS AS DISCRETE
APPROXIMATIONS TO SYSTEMS

This publication has 0 references indexed in Scilit: