Bårdsen, G., Hurn, S. and Lindsay, K.A. (2004) Linearizations and equilibrium correction models. Studies in Nonlinear Dynamics and Econometrics, 8(4), pp. 1-9.
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Abstract
Linear dynamic equilibrium correction mechanisms are shown to follow from the discretisation of continuous processes with steady-state solutions.
| Item Type: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Lindsay, Professor Kenneth |
| Authors: | Bårdsen, G., Hurn, S., and Lindsay, K.A. |
| Subjects: | Q Science > QA Mathematics |
| College/School: | College of Science and Engineering > School of Mathematics and Statistics > Mathematics |
| Journal Name: | Studies in Nonlinear Dynamics and Econometrics |
| ISSN (Online): | 1558-3708 |
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