Gaussian estimation of structural parameters in higher order continuous time dynamic models
Year of publication: |
1983
|
---|---|
Authors: | Bergstrom, A. R. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 51.1983, 1, p. 117-152
|
Subject: | Ökonometrik Schätzung | Statistik Zeitreihe |
-
Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
-
Statistische Analyse und Vorhersage bei ökonomischen Zeitreihen
Bode, Bernd, (1979)
-
Ahking, Francis W., (1984)
- More ...
-
Models, methods, and applications of econometrics : essays in honor of A. R. Bergstrom
Phillips, Peter C. B., (1993)
-
Statistical inference in continuous time economic models
Bergstrom, Albert R., (1976)
-
Stability and inflation : a volume of essays to honour the memory of A. W. H. Phillips
Catt, A. J. L., (1978)
- More ...