Statistical inference in continuous time economic models
By: editor, A. R. Bergstrom.
Contributors: Bergstrom, A. R.
Series: Contributions to economic analysis ;; 99
Publisher: North-Holland Pub. Co.; American Elsevier Pub. Co.
Published: 1976
Place of publication: Amsterdam; New York
Language: eng
Number of pages: 333
Subjects: Mathematical statistics.; Stochastic differential equations.; Stochastic systems.
Notes: Includes bibliographies and index.
Table of contents: title: Bergstrom, A. R. Introduction.; title: Bergstrom, A. R. Non-recursive models as discrete approximations to systems of stochastic differential equations.; title: Sargan, J. D. Some discrete approximations to continuous time stochastic models.; title: Wymer, C. R. Econometric estimation of stochastic differential equation systems.; title: Phillips, P. C. B. The structural estimation of a stochastic differential equation system.; title: Phillips, P. C. B. The problem of identification in finite parameter continuous time models.; title: Phillips, P. C. B. The estimation of linear stochastic differential equations with exogenous variables.; title: Phillips, P. C. B. Some computations based on observed data series of the exogenous variable component in continuous systems.; title: Robinson, P. M. Fourier estimation of continuous time models.; title: Bergstrom, A. R. and Wymer, C. R. A model of disequilibrium neoclassical growth and its application to the United Kingdom.