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 .
<br/><br/>Includes bibliographies and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>0444109919 (American Elsevier) 
<br/><br/><label>LCCN: </label>75038773 //r922 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Mathematical statistics<br/>Stochastic systems.<br/>Stochastic differential equations.
<br/><br/><label>LC Class. No.: </label>HA29  / .S783 1976 
<br/><br/><label>Dewey Class. No.: </label>519.5/4