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Econometric Estimation of Non-linear Continuous-Time Models of Intertemporally Optimizing Agents

In: Research Tools In Natural Resource And Environmental Economics

Author

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  • Kieran P. Donaghy

    (Cornell University, USA)

  • Clifford R. Wymer

    (Cornell University, USA)

Abstract

The following sections are included:IntroductionSystem RepresentationEstimationStability AnalysisExample: Estimation of a Model from the Economics of Exhaustible ResourcesPotential Improvements in Model SpecificationAppendix AReferences

Suggested Citation

  • Kieran P. Donaghy & Clifford R. Wymer, 2011. "Econometric Estimation of Non-linear Continuous-Time Models of Intertemporally Optimizing Agents," World Scientific Book Chapters, in: Amitrajeet A Batabyal & Peter Nijkamp (ed.), Research Tools In Natural Resource And Environmental Economics, chapter 8, pages 223-253, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814289238_0008
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    Cited by:

    1. Kieran P. Donaghy, 2022. "A Circular Economy Model of Economic Growth with Circular and Cumulative Causation and Trade," Networks and Spatial Economics, Springer, vol. 22(3), pages 461-488, September.

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