{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,29]],"date-time":"2026-09-29T13:50:59Z","timestamp":1790689859193,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2000,12,15]],"date-time":"2000-12-15T00:00:00Z","timestamp":976838400000},"content-version":"unspecified","delay-in-days":14,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,12]]},"abstract":"<jats:p>The exact discrete model satisfied by equispaced data \ngenerated by a linear stochastic differential equations \nsystem is derived by a method that does not imply restrictions \non observed discrete data per se. The method involves integrating \nthe solution of the continuous time model in state space \nform and a nonstandard change in the order of three types \nof integration, facilitating the representation of the \nexact discrete model as an asymptotically time-invariant \nvector autoregressive moving average model. The method \napplying to the state space form is general and is illustrated \nusing the prototypical higher order model for mixed stock \nand flow data discussed by Bergstrom (1986, <jats:italic>Econometric \nTheory<\/jats:italic> 2, 350\u2013373).<\/jats:p>","DOI":"10.1017\/s0266466600166071","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:47:49Z","timestamp":1027763269000},"page":"998-1015","source":"Crossref","is-referenced-by-count":22,"title":["DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM"],"prefix":"10.1017","volume":"16","author":[{"given":"J. Roderick","family":"McCrorie","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,12,15]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600166071","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,8]],"date-time":"2019-05-08T15:44:49Z","timestamp":1557330289000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600166071\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,12]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2000,12]]}},"alternative-id":["S0266466600166071"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600166071","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,12]]}}}