TY  - BOOK
AU  - Bergstrom,A.R.
TI  - Statistical inference in continuous time economic models
T2  - Contributions to economic analysis
SN  - 0444109919 (American Elsevier)
AV  - HA29 .S783 1976
U1  - 519.5/4 
PY  - 1976///
CY  - Amsterdam, New York
PB  - North-Holland Pub. Co., American Elsevier Pub. Co.
KW  - Mathematical statistics
KW  - Local
KW  - Stochastic systems
KW  - Stochastic differential equations
N1  - 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
ER  -