01909nam a2200289Ia 4500 113135 BIBL 20160527183529.0 751113s1976 ne a b 001 0 eng 75038773 //r922 0444109919 (American Elsevier) DLC DLC DLC EVLG HA29 .S783 1976 519.5/4 519.54 S797 Statistical inference in continuous time economic models editor, A. R. Bergstrom. Amsterdam North-Holland Pub. Co. New York American Elsevier Pub. Co. 1976. x, 333 p. ill. 23 cm. Contributions to economic analysis 99 80208 Local 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. Mathematical statistics 132755 Local Stochastic systems. 280726 Local Stochastic differential equations. 280724 Local Bergstrom, A. R. (Albert Rex) 201419 Local 94532 94532 0 0 0 519_540000000000000_S797 0 evl 28695 10 10 1 2016-05-27 172938 0 519.54 S797 80000001214454 2016-05-27 00:00:00 r:113135 z:NCC:D 6