Statistical inference in continuous time economic models / editor, A.R. Bergstrom
(Contributions to economic analysis ; 99)
| 出版者 | Amsterdam : North-Holland |
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| 出版者 | New York : American Elsevier |
| 出版年 | 1976 |
| 大きさ | x, 333 p. : ill. ; 23 cm |
目次
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| 巻 次 | 配架場所 | 請求記号 | 資料番号 | 状 態 | コメント | 請求メモ（学内のみ） | 予約 | |
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: ne | 書庫外部保存庫 | Y731.19/13-99 | 842344210 |
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書誌詳細を非表示
| 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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| 一般注記 | Includes bibliographies and index |
| NCID | BA03543731 |
| 本文言語 | 英語 |
| 著者標目 | Bergstrom, A. R. (Albert Rex) |
| 分 類 | LCC:HA29 DC:519.5/4 |
| 件 名 | LCSH:Mathematical statistics -- Addresses, essays, lectures
全ての件名で検索
LCSH:Stochastic differential equations -- Addresses, essays, lectures 全ての件名で検索 LCSH:Stochastic systems -- Addresses, essays, lectures 全ての件名で検索 |
| ISBN | 0720432030 |
| 書誌ID | BB03104188 |
| 巻冊次 | : ne ; ISBN:0720432030 : us ; ISBN:0444109919 |