Statistical inference in continuous time economic models /
Guardado en:
| Otros Autores: | |
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| Formato: | Libro |
| Idioma: | English |
| Publicado: |
Amsterdam : New York :
North-Holland Pub. Co. ; American Elsevier Pub. Co.,
1976.
|
| Series: | Contributions to economic analysis ;
99 |
| Materias: | |
| Etiquetas: |
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Tabla de Contenidos:
- 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.