Statistical inference in continuous time economic models / editor, A.R. Bergstrom
(Contributions to economic analysis ; 99)
| データ種別 | 図書 |
|---|---|
| 出版者 | Amsterdam : North-Holland |
| 出版者 | New York : American Elsevier |
| 出版年 | 1976 |
| 本文言語 | 英語 |
| 大きさ | x, 333 p. : ill. ; 23 cm |
所蔵情報を非表示
| 配架場所 | 巻 次 | 請求記号 | 資料番号 | 状 態 | コメント | ISBN | 刷 年 | 利用注記 | 請求メモ | 予約 | 緑丘アーカイブズ |
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| 書庫(1階) |
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S 4.2||01841||063187 | 0030631874 |
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1976 | 研究図書 |
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書誌詳細を非表示
| 内容注記 | 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 |
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| 一般注記 | Includes bibliographies and index |
| 著者標目 | Bergstrom, Abram R. |
| 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 |
| 分 類 | LCC:HA29 DC:519.5/4 |
| 書誌ID | OL00064027 |
| ISBN | 0720432030 |
| NCID | BA03543731 |