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Second-order stochastic differential equation model as an alternative for the ALT and CALT models

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  • J. Oud

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  • J. Oud, 2010. "Second-order stochastic differential equation model as an alternative for the ALT and CALT models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(2), pages 203-215, June.
    • Handle: RePEc:spr:alstar:v:94:y:2010:i:2:p:203-215
    DOI: 10.1007/s10182-010-0131-4
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    References listed on IDEAS

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    1. Bergstrom, A. R., 1988. "The History of Continuous-Time Econometric Models," Econometric Theory, Cambridge University Press, vol. 4(3), pages 365-383, December.
    2. Andreas Klein & Karin Schermelleh-Engel, 2010. "Introduction of a new measure for detecting poor fit due to omitted nonlinear terms in SEM," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(2), pages 157-166, June.
    3. Johan Oud & Robert Jansen, 2000. "Continuous time state space modeling of panel data by means of sem," Psychometrika, Springer;The Psychometric Society, vol. 65(2), pages 199-215, June.
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