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

Published:: Amsterdam : North-Holland Pub. Co. New York : American Elsevier Pub. Co., 1976.
Physical Description:: x, 333 pages : illustrations ; 23 cm.
Additional Creators:: Bergstrom, A. R. (Albert Rex)

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Series:

Contributions to economic analysis ; 99

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.

Subject(s):

ISBN:

0444109919 (American Elsevier)

Bibliography Note:

Includes bibliographies and index.

View MARC record | catkey: 432787