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2
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-
0003239293
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Survey of continuous time econometrics
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A.R. Bergstrom, Survey of continuous time econometrics, In Dynamic Disequilibrium Modeling, (Edited by W.A. Barnett, G. Gandoldo and C. Hillinger), pp. 3-25, Cambridge University Press, (1996).
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4
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0010137396
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Gaussian estimation of a continuous time model of demand for consumer durable goods with applications to demand in the United Kingdom, 1973-84
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38249009281
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Gaussian estimation of a second order continuous time macroeconometric model of the UK
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A.R. Bergstrom, K.B. Nowman and C.R. Wymer, Gaussian estimation of a second order continuous time macroeconometric model of the UK, Economic Modelling 4 (9), 313-351, (1992).
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Bergstrom, A.R.1
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Gaussian estimation of structural parameters in higher-order continuous time dynamic models
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A.R. Bergstrom, Gaussian estimation of structural parameters in higher-order continuous time dynamic models, Econometrica 34, 117-152, (1983).
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Continuous time stochastic models and issues of aggregation over time
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A.R. Bergstrom, Continuous time stochastic models and issues of aggregation over time, In Handbook of Econometrics, (Edited by Z. Griliches and M.D. Intriligator), Chapter 20, pp. 1154-1212, North-Holland, Amsterdam, (1984).
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Discrete time representation of stationary and non-stationary continuous time systems
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Computing integrals involving the matrix exponential
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0010938259
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A model of disequilibrium neoclassical growth and its application to the United Kingdom
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A.R. Bergstrom and C.R. Wymer, A model of disequilibrium neoclassical growth and its application to the United Kingdom, In Statistical Inference in Continuous Time Economic Models, (Edited by A.R. Bergstrom), Chapter 10, pp. 267-327, North-Holland, Amsterdam, (1976).
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0001140156
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The estimation of open higher-order continuous time dynamic models with mixed stock and flow data
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0039400934
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P.C.B. Phillips, The estimation of linear stochastic differential equations with exogenous variables, In Statistical Inference in Continuous Time Economic Models, (Edited by A.R. Bergstrom), Chapter 7, pp. 145-173, North-Holland, Amsterdam, (1976).
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P.C.B. Phillips, Some computations based on observed data series of the exogenous variable component of continuous systems, In Statistical Inference in Continuous Time Economic Models, (Edited by A.R. Bergstrom), Chapter 8, pp. 174-214, North-Holland, Amsterdam, (1976).
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