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Econometrics Paper
Deriving the Exact Discrete Analog of a Continuous Time System J R McCrorie
December 1997
Paper No' EM/1997/343:
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Tags: continuous time; exact discrete model; random measure; matrix exponential

Econometrics Paper
Interpolating Exogenous Variables in Open Continuous Time Dynamic Models J R McCrorie
December 1997
Paper No' EM/1997/344:
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Tags: continous time; exact discrete model; aliasing; exogenous variables; interpolation