Research Catalog

Title

Statistical inference in continuous time economic models / editor, A. R. Bergstrom.

Publication

Amsterdam : North-Holland Pub. Co. ; New York : distributors for the U. S.A. and Canada, American Elsevier Pub. Co., 1976.

Items in the Library & Off-site

Details

Additional Authors

Bergstrom, A. R. (Albert Rex)

Description

333 p. illus.; 23 cm.

Series Statement

Contributions to economic analysis, 99

Subject

• Mathematical statistics
• Stochastic differential equations

Bibliography (note)

• Includes bibliographies.

Contents

Bergstrom, A. R. Introduction.--Bergstrom, A. R. Non-recursive models as discrete approximations to systems of stochastic differential equations.--Sargan, J. D. Some discrete approximations to continuous time stochastic models.--Wymer, C. R. Econometric estimation of stochastic differential equation systems.--Phillips, P. C. B. The structural estimation of a stochastic differential equation system.--Phillips, P. C. B. The problem of identification in finite parameter continuous time models.--Phillips, P. C. B. The estimation of linear stochastic differential equations with exogenous variables.--Phillips, P. C. B. Some computations based on observed data series of the exogenous variable component in continuous systems.--Robinson, P. M. Fourier estimation of continuous time models.--Bergstrom, A. R. and Wymer, C. R. A model of disequilibrium neoclassical growth and its application to the United Kingdom.

Call Number

TB (Contributions to economic analysis, 99)

ISBN

0444109919 (American Elsevier)

OCLC

• 1959481
• NYPG764637418-B

Title

Statistical inference in continuous time economic models / editor, A. R. Bergstrom.

Imprint

Amsterdam : North-Holland Pub. Co. ; New York : distributors for the U. S.A. and Canada, American Elsevier Pub. Co., 1976.

Series

Contributions to economic analysis, 99

Bibliography

Includes bibliographies.

Added Author

Bergstrom, A. R. (Albert Rex)

Research Call Number

TB (Contributions to economic analysis, 99)