New Paper
In my "real" academic life, I simply finished a novel paper, "Continuous-Time Linear Models," notice it here if you're curious. It's a pedagogical slice really, showing how to create all the familiar discrete-time time-series tricks inwards continuous time. Comments welcome. I idea of advertising it every 2nd bear witness that blogging hasn't turned my heed to mush, but I'm afraid existent continuous-time econometricians volition run across it every 2nd proof of the contrary proposition.
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