In my "real" academic life , I merely finished a novel newspaper , "Continuous-Time Linear Models ," detect it here if you're curious. It's a pedagogical slice actually , showing how to create all the familiar discrete-time time-series tricks inward continuous time. Comments welcome. I idea of advertising it equally bear witness that blogging hasn't turned my hear to mush , but I'm afraid existent continuous-time econometricians volition encounter it equally proof of the contrary proposition.
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