Hostname: page-component-cd9895bd7-hc48f Total loading time: 0 Render date: 2024-12-27T12:26:29.449Z Has data issue: false hasContentIssue false
  • English
  • Français

INTRODUCTION

Published online by Cambridge University Press:  24 September 2019

Giancarlo Gandolfo
Giancarlo Gandolfo*
Affiliation:
Sapienza Università di Roma
*
Address correspondence to: Giancarlo Gandolfo, Accademia Nazionale dei Lincei, Rome, Italy; e-mail: kunz@gandolfo.org.
Get access Rights & Permissions [Opens in a new window]

Extract

It is a great pleasure for me to introduce this special issue in honor of Clifford Wymer. This special issue (which has been jointly edited by Giovanni Di Bartolomeo, Daniela Federici, and Enrico Saltari) is a fitting tribute to a great scholar. We all know him well, so there is no need for me to eulogize him.

Type
Introduction
Information
Macroeconomic Dynamics , Volume 23 , Special Issue S1: Special Issue in Honor of Clifford Wymer on Developments in Macroeconomics , September 2019 , pp. 1 - 8
Copyright
Copyright © Cambridge University Press 2019 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Bergstrom, A. R. (ed.) (1976) Statistical Inference in Continuous Time Models. Amsterdam: North-Holland.Google Scholar
Bergstrom, A. R. (1984) Continuous time stochastic models and issues of aggregation over time. In Griliches, Z. and Intriligator, M. D. (eds.), Handbook of Econometrics, vol. 2, chap. 20. Amsterdam: North-Holland.Google Scholar
Gandolfo, G. (1981) Qualitative Analysis and Econometric Estimation of Continuous Time Dynamic Models. Amsterdam: North-Holland.Google Scholar
Gandolfo, G. (1992) Sensitivity analysis in continuous time econometric models. Computers and Mathematics with Applications 24, 43–55.Google Scholar
Gandolfo, G. (ed.) (1993) Continuous Time Econometrics: Theory and Applications. London: Chapman & Hall.Google Scholar
Wymer, C. R. (1972) Econometric estimation of stochastic differential equation systems. Econometrica 40, 565–577.Google Scholar
Wymer, C. R. (1987) Sensitivity analysis of economic policy. In Gandolfo, G. and Marzano, F. (eds.), Essays in Memory of Vittorio Marrama, vol. 2. Milano: Giuffré.Google Scholar
Wymer, C. R. (1993) Estimation of nonlinear continuous-time models from discrete data. In Phillips, P. C. B. (ed.), Models, Methods and Applications of Econometrics, pp. 91–116. Oxford: Blackwell.Google Scholar
Wymer, C. R. (1995) Advances in the estimation and analysis of non-linear differential equation models in economics. In Schoonbeek, L.. Sterken, E. and Kuipers, S. K. (eds.), Methods and Applications of Economic Dynamics. Amsterdam: North-Holland.Google Scholar
Wymer, C. R. (1997) Structural nonlinear continuous time models in econometrics. Macroeconomic Dynamics 1, 518–548.Google Scholar
Wymer, C. R. (2012) Continuos time econometrics of structural models. Studies in Nonlinear Dynamics and Econometrics 16 (2), 1–28.Google Scholar