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Rex Bergstrom 对连续时间宏观计量建模的贡献AI 解读

This paper reviews the contributions of Rex Bergstrom to the development of continuous time dynamic disequilibrium macroeconomic modeling since the early 1960s. The models provide an elegant integration of economic theory with analysis of steady state and stability properties. The subsequent contributions of his Ph.D. students, spawned by Bergstrom’s work over the years, is also reviewed. It was Bergstrom’s early pioneering vision 40 years ago of formulating and estimating…

含混合存量、流量数据及外生变量导数的开放高阶连续时间动态模型AI 解读

This paper is concerned with deriving formulae for higher order derivatives of exogenous variables for use in estimating the parameters of an open secondorder continuous time model with mixed stock and flow data and first and second order derivatives of exogenous variables which are not observable. This should provide the basis for the future estimation of continuous time models in a range of applied areas using the new Gaussian estimation computer program developed by…