"Statistical inference in continuous time economic models" - Information and Links:

Statistical inference in continuous time economic models - Info and Reading Options

"Statistical inference in continuous time economic models" was published by North-Holland Pub. Co. in 1976 - Amsterdam, it has 333 pages and the language of the book is English.


“Statistical inference in continuous time economic models” Metadata:

  • Title: ➤  Statistical inference in continuous time economic models
  • Author:
  • Language: English
  • Number of Pages: 333
  • Publisher: North-Holland Pub. Co.
  • Publish Date:
  • Publish Location: Amsterdam

“Statistical inference in continuous time economic models” Subjects and Themes:

Edition Specifications:

  • Pagination: x, 333 p. :

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"Statistical inference in continuous time economic models" Table Of Contents:

  • 1- Bergstrom, A. R. Introduction.
  • 2- Bergstrom, A. R. Non-recursive models as discrete approximations to systems of stochastic differential equations.
  • 3- Sargan, J. D. Some discrete approximations to continuous time stochastic models.
  • 4- Wymer, C. R. Econometric estimation of stochastic differential equation systems.
  • 5- Phillips, P. C. B. The structural estimation of a stochastic differential equation system.
  • 6- Phillips, P. C. B. The problem of identification in finite parameter continuous time models.
  • 7- Phillips, P. C. B. The estimation of linear stochastic differential equations with exogenous variables.
  • 8- Phillips, P. C. B. Some computations based on observed data series of the exogenous variable component in continuous systems.
  • 9- Robinson, P. M. Fourier estimation of continuous time models.
  • 10- Bergstrom, A. R. and Wymer, C. R. A model of disequilibrium neoclassical growth and its application to the United Kingdom.

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