| NCID | BA03543731 |
| タイトル | Statistical inference in continuous time economic models / editor, A.R. Bergstrom |
| 出版者 | Amsterdam : North-Holland
New York : American Elsevier , 1976 |
| 形態 | x, 333 p. : ill. ; 23 cm |
| 内容注記 | 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
|
| 注記 | Includes bibliographies and index |
| シリーズ名 | Contributions to economic analysis ; 99
|
| 分類 | LCC:HA29
DC:519.5/4 |
| 件名 | LCSH:Mathematicalstatistics -- Addresses,essays,lectures
LCSH:Stochasticdifferentialequations -- Addresses,essays,lectures
LCSH:Stochasticsystems -- Addresses,essays,lectures
|
| 著者情報 | Bergstrom, A. R. (Albert Rex)
|
| 和洋区分 | 洋 |
| 標題言語 | 英語 |
| 本文言語 | 英語 |
| 出版国 | オランダ |
| ISBN | 0720432030(: ne)
0444109919(: us)
|
| 番号 | LCCN : 75038773 |