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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Status | Vol/Date | Format | Access | Call Number | Item Location |
---|---|---|---|---|---|
v. 99 1976 | Book/Text | Request in advance | TB (Contributions to economic analysis) v. 99 1976 | Offsite |
Details
- Additional Authors
- Bergstrom, A. R. (Albert Rex)
- Description
- 333 p. illus.; 23 cm.
- Series Statement
- Contributions to economic analysis, 99
- Subject
- 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)