{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,8,6]],"date-time":"2025-08-06T12:23:50Z","timestamp":1754483030448},"reference-count":9,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":6373,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1991,9]]},"abstract":"<jats:p>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 Nowman [4].<\/jats:p>","DOI":"10.1017\/s0266466600004540","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:43:37Z","timestamp":1236685417000},"page":"404-408","source":"Crossref","is-referenced-by-count":14,"title":["Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables"],"prefix":"10.1017","volume":"7","author":[{"given":"K. Ben","family":"Nowman","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600004540_ref008","doi-asserted-by":"publisher","DOI":"10.2307\/1913442"},{"key":"S0266466600004540_ref007","doi-asserted-by":"publisher","DOI":"10.2307\/1913441"},{"key":"S0266466600004540_ref005","volume-title":"Continuous Time Econometrics: Theory and Applications","author":"Nowman"},{"key":"S0266466600004540_ref004","unstructured":"4. Nowman K.B. Computer program manual for computing the Gaussian estimates of an open second order continuous time dynamic model with mixed stock and flow data. Unpublished paper, University of Essex, 1991."},{"key":"S0266466600004540_ref001","doi-asserted-by":"publisher","DOI":"10.1017\/S026646660001166X"},{"key":"S0266466600004540_ref003","doi-asserted-by":"crossref","first-page":"1023","DOI":"10.1016\/S1573-4412(84)02010-9","volume-title":"Handbook of Econometrics","author":"Hendry","year":"1984"},{"key":"S0266466600004540_ref006","article-title":"Error correction and long run equilibria in continuous time","author":"Phillips","journal-title":"Econometrica"},{"key":"S0266466600004540_ref009","volume-title":"Models, Methods and Applications of Econometrics","author":"Robinson"},{"key":"S0266466600004540_ref002","article-title":"Discrete models for estimating general linear continuous time systems","author":"Chambers","journal-title":"Econometric Theory"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600004540","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,17]],"date-time":"2019-05-17T16:40:32Z","timestamp":1558111232000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600004540\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1991,9]]},"references-count":9,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1991,9]]}},"alternative-id":["S0266466600004540"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600004540","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1991,9]]}}}