01791nam a2200253Ia 4500001000700000003000500007005001700012008004100029010002100070020003500091040001800126050002100144082001200165245008700177260008300264300002800347490005000375504003900425505091900464650003501383650003101418650004601449700004201495113135BIBL20160527183529.0751113s1976    ne a     b    001 0 eng    a 75038773 //r922  a0444109919 (American Elsevier)  aDLCcDLCdDLC00aHA29b.S783 197600a519.5/400aStatistical inference in continuous time economic modelsceditor, A. R. Bergstrom.0 aAmsterdambNorth-Holland Pub. Co.aNew YorkbAmerican Elsevier Pub. Co.c1976.  ax, 333 p.bill.c23 cm. 0aContributions to economic analysisv992Local  aIncludes bibliographies and index.0 aBergstrom, 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. 0aMathematical statistics2Local 0aStochastic systems.2Local 0aStochastic differential equations.2Local10aBergstrom, A. R.q(Albert Rex)2Local