In my “real” academic life, I just finished a new paper, “Continuous-Time Linear Models,” find it here if you’re curious. It’s a pedagogical piece really, showing how to do all the familiar discrete-time time-series tricks in continuous time. Comments welcome. I thought of advertising it as evidence that blogging hasn’t turned my mind to mush, but I’m afraid real continuous-time econometricians will see it as proof of the opposite proposition.
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