Statistical inference in continuous time economic models
著者
書誌事項
Statistical inference in continuous time economic models
（Contributions to economic analysis, 99）
North-Holland , American Elsevier, 1976
- : ne
- : us
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注記
Includes bibliographies and index
収録内容
- Introduction / A.R. Bergstrom
- Non-recursive models as discrete approximations to systems of stochastic differential equations / A.R Bergstrom
- Some discrete approximations to continuous time stochastic models / J.D. Sargan
- Econometric estimation of stochastic differential equation systems / C.R. Wymer
- The structural estimation of a stochastic differential equation system / P.C.B. Phillips
- The problem of identification in finite parameter continuous time models / P.C.B. Phillips
- The estimation of linear stochastic differential equations with exogenous variables / P.C.B. Phillips
- Some computations based on observed data series of the exogenous variable component in continuous systems / P.C.B. Phillips
- Fourier estimation of continuous time models / P.M. Robinson
- A model of disequilibrium neoclassical growth and its application to the United Kingdom / A.R. Bergstrom and C.R. Wymer