Bergstrom, A. R. (Albert Rex) text bibliography ne Amsterdam New York North-Holland Pub. Co. American Elsevier Pub. Co. 1976 monographic eng

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x, 333 p. ill. 23 cm. 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. editor, A. R. Bergstrom. Includes bibliographies and index. Mathematical statistics Stochastic systems Stochastic differential equations HA29 .S783 1976 519.5/4 0444109919 (American Elsevier) 75038773 //r922 DLC 751113 20160527183529.0 113135