Statistical inference in continuous time economic models /

Guardado en:
Otros Autores: Bergstrom, A. R. (Editor , ed.)
Formato: Libro
Idioma:English
Publicado: Amsterdam : New York : North-Holland Pub. Co. ; American Elsevier Pub. Co., 1976.
Series:Contributions to economic analysis ; 99
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245 0 0 |a Statistical inference in continuous time economic models /  |c editor, A. R. Bergstrom. 
260 |a Amsterdam :  |b North-Holland Pub. Co. ;  |a New York :  |b American Elsevier Pub. Co.,  |c 1976. 
300 |a x, 333 p. :  |b il. ;  |c 23 cm. 
440 0 |a Contributions to economic analysis ;  |v 99 
504 |a Incluye bibliografía e índice. 
505 0 |a Bergstrom, A. R. Introduction. -- Bergstrom, A. R. Non-recursive models as discrete approximations to systems of stochastic differential equations. -- Sargan, J. D. Some discrete approximations to continuous time stochastic models. -- Wymer, C. R. Econometric estimation of stochastic differential equation systems. -- Phillips, P. C. B. The structural estimation of a stochastic differential equation system. -- Phillips, P. C. B. The problem of identification in finite parameter continuous time models. -- Phillips, P. C. B. The estimation of linear stochastic differential equations with exogenous variables. -- Phillips, P. C. B. Some computations based on observed data series of the exogenous variable component in continuous systems. -- Robinson, P. M. Fourier estimation of continuous time models. -- Bergstrom, A. R. and Wymer, C. R. A model of disequilibrium neoclassical growth and its application to the United Kingdom. 
020 |a 0444109919 (American Elsevier) 
700 1 |a Bergstrom, A. R.  |q (Albert Rex),  |e ed.  |4 edt 
082 0 0 |a 519.5/4 
650 4 |a Economía  |x Sistemas estocasticos. 
650 4 |a Estadística  |x Ecuaciones diferenciales estocasticas. 
650 4 |a Economía  |x Estadística matemática. 
650 4 |a Statistic  |x Stochastic differential equations. 
650 4 |a Economy  |x Stochastic systems. 
650 4 |a Economy  |x Mathematical statistic. 
010 |a  75038773  
040 |a DLC  |c DLC  |d AR-BbSID 
859 |a AR-BbSID  |b BIB. PLAPIQUI  |h 519.54  |i Be 453  |p 249