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
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注記 | Includes bibliographies and index |
シリーズ名 | Contributions to economic analysis ; 99
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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
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著者情報 | Bergstrom, A. R. (Albert Rex)
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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)
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番号 | LCCN : 75038773 |