Research Catalog

Statistical inference in continuous time economic models

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.

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StatusVol/DateFormatAccessCall NumberItem Location
v. 99 1976Book/TextRequest in advance TB (Contributions to economic analysis) v. 99 1976Offsite

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)
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