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Statistical inference in continuous time economic models editor, A. R. Bergstrom. - Amsterdam New York North-Holland Pub. Co. American Elsevier Pub. Co. 1976. - x, 333 p. ill. 23 cm. - Contributions to economic analysis 99 .

Includes bibliographies and index.

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.

ISBN: 0444109919 (American Elsevier)

LCCN: 75038773 //r922

Subjects--Topical Terms:
Mathematical statistics
Stochastic systems.
Stochastic differential equations.

LC Class. No.: HA29 / .S783 1976

Dewey Class. No.: 519.5/4