000			01909nam a2200289Ia 4500
001			113135
003			BIBL
005			20160527183529.0
008			751113s1976 ne a b 001 0 eng
010			_a 75038773 //r922
020			_a0444109919 (American Elsevier)
040			_aDLC _cDLC _dDLC
049			_aEVLG
050	0	0	_aHA29 _b.S783 1976
082	0	0	_a519.5/4
092			_a519.54 _bS797
245	0	0	_aStatistical inference in continuous time economic models _ceditor, A. R. Bergstrom.
260	0		_aAmsterdam _bNorth-Holland Pub. Co. _aNew York _bAmerican Elsevier Pub. Co. _c1976.
300			_ax, 333 p. _bill. _c23 cm.
490		0	_aContributions to economic analysis _v99 _980208 _2Local
504			_aIncludes bibliographies and index.
505	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.
650		0	_aMathematical statistics _9132755 _2Local
650		0	_aStochastic systems. _9280726 _2Local
650		0	_aStochastic differential equations. _9280724 _2Local
700	1	0	_aBergstrom, A. R. _q(Albert Rex) _9201419 _2Local
999			_c94532 _d94532