-
1
-
-
0345916851
-
Note on the exact finite sample frequency functions of generalized classical linear estimators in two leading overidentified cases
-
Basmann, R.L. (1961) Note on the exact finite sample frequency functions of generalized classical linear estimators in two leading overidentified cases. Journal of the American Statistical Association 56, 619-636.
-
(1961)
Journal of the American Statistical Association
, vol.56
, pp. 619-636
-
-
Basmann, R.L.1
-
2
-
-
69849083678
-
An econometric study of supply and demand for New Zealand's exports
-
Bergstrom, A.R. (1955) An econometric study of supply and demand for New Zealand's exports. Econometrica 23, 258-276.
-
(1955)
Econometrica
, vol.23
, pp. 258-276
-
-
Bergstrom, A.R.1
-
3
-
-
0042521614
-
The exact sampling distribution of least squares and maximum likelihood estimators of the marginal propensity to consume
-
Bergstrom, A.R. (1962) The exact sampling distribution of least squares and maximum likelihood estimators of the marginal propensity to consume. Econometrica 30, 480-490.
-
(1962)
Econometrica
, vol.30
, pp. 480-490
-
-
Bergstrom, A.R.1
-
4
-
-
0013012077
-
Nonrecursive models as discrete approximations to systems of stochastic differential equations
-
Bergstrom, A.R. (1966) Nonrecursive models as discrete approximations to systems of stochastic differential equations. Econometrica 34, 173-182.
-
(1966)
Econometrica
, vol.34
, pp. 173-182
-
-
Bergstrom, A.R.1
-
6
-
-
0000180090
-
Gaussian estimation of structural parameters in higher-order continuous time dynamic models
-
Bergstrom, A.R. (1983) Gaussian estimation of structural parameters in higher-order continuous time dynamic models. Econometrica 51, 117-152.
-
(1983)
Econometrica
, vol.51
, pp. 117-152
-
-
Bergstrom, A.R.1
-
7
-
-
70350109058
-
Continuous time stochastic models and issues of aggregation over time
-
In Z. Griliches and M.D. Intriligator (eds.), North Holland
-
Bergstrom, A.R. (1984) Continuous time stochastic models and issues of aggregation over time. In Z. Griliches and M.D. Intriligator (eds.), Handbook of Econometrics, vol.2, pp. 1145-1212. North Holland.
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 1145-1212
-
-
Bergstrom, A.R.1
-
8
-
-
0000197571
-
The estimation of parameters in non-stationary higher order continuous time dynamic models
-
Bergstrom, A.R. (1985a) The estimation of parameters in non-stationary higher order continuous time dynamic models. Econometric Theory 1, 369-386.
-
(1985)
Econometric Theory
, vol.1
, pp. 369-386
-
-
Bergstrom, A.R.1
-
9
-
-
69849086610
-
The estimation of nonparametric functions in a Hilbert space
-
Bergstrom, A.R. (1985b) The estimation of nonparametric functions in a Hilbert space. Econometric Theory 1, 7-26.
-
(1985)
Econometric Theory
, vol.1
, pp. 7-26
-
-
Bergstrom, A.R.1
-
10
-
-
0001140156
-
The estimation of open higher order continuous time dynamic models with mixed stock and flow data
-
Bergstrom, A.R. (1986) The estimation of open higher order continuous time dynamic models with mixed stock and flow data. Econometric Theory 2, 350-373.
-
(1986)
Econometric Theory
, vol.2
, pp. 350-373
-
-
Bergstrom, A.R.1
-
11
-
-
38249033891
-
Optimal control of wide-sense stationary continuous time stochastic models
-
Bergstrom, A.R. (1987) Optimal control of wide-sense stationary continuous time stochastic models. Journal of Economic Dynamics and Control 11, 425-443.
-
(1987)
Journal of Economic Dynamics and Control
, vol.11
, pp. 425-443
-
-
Bergstrom, A.R.1
-
12
-
-
0024866516
-
Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system
-
Bergstrom, A.R. (1989) Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system. Computers and Mathematics with Applications 17, 1203-1214.
-
(1989)
Computers and Mathematics with Applications
, vol.17
, pp. 1203-1214
-
-
Bergstrom, A.R.1
-
14
-
-
0031524867
-
Gaussian estimation of mixed-order continuous-time dynamic models with unobservable stochastic trends from mixed stock and flow data
-
Bergstrom, A.R. (1997) Gaussian estimation of mixed-order continuous-time dynamic models with unobservable stochastic trends from mixed stock and flow data. Econometric Theory 13, 467-505.
-
(1997)
Econometric Theory
, vol.13
, pp. 467-505
-
-
Bergstrom, A.R.1
-
15
-
-
0010137396
-
Gaussian estimation of a continuous time model of demand for consumer durable goods with applications to demand in the United Kingdom, 1973-1984
-
In A.R. Bergstrom (ed.), Oxford University Press
-
Bergstrom, A.R. & M.J. Chambers (1990) Gaussian estimation of a continuous time model of demand for consumer durable goods with applications to demand in the United Kingdom, 1973-1984. In A.R. Bergstrom (ed.), Continuous Time Econometric Modelling, pp. 279-319. Oxford University Press.
-
(1990)
Continuous Time Econometric Modelling
, pp. 279-319
-
-
Bergstrom, A.R.1
Chambers, M.J.2
-
17
-
-
38249009281
-
Gaussian estimation of a second order continuous time macroeconometric model of the United Kingdom
-
Bergstrom, A.R., K.B. Nowman, & C.R. Wymer (1992) Gaussian estimation of a second order continuous time macroeconometric model of the United Kingdom. Economic Modelling 9, 313-351.
-
(1992)
Economic Modelling
, vol.9
, pp. 313-351
-
-
Bergstrom, A.R.1
Nowman, K.B.2
Wymer, C.R.3
-
18
-
-
0010938259
-
A model of disequilibrium neoclassical growth and its application to the United Kingdom
-
In A.R. Bergstrom (ed.), North Holland
-
Bergstrom, A.R. & C.R. Wymer (1976) A model of disequilibrium neoclassical growth and its application to the United Kingdom. In A.R. Bergstrom (ed.), Statistical Inference in Continuous Time Economic Models, pp. 267-327. North Holland.
-
(1976)
Statistical Inference in Continuous Time Economic Models
, pp. 267-327
-
-
Bergstrom, A.R.1
Wymer, C.R.2
-
19
-
-
0141718527
-
A conditional likelihood ratio test for structural models
-
Moreira, M.J. (2003) A conditional likelihood ratio test for structural models. Econometrica 71, 1027-1048.
-
(2003)
Econometrica
, vol.71
, pp. 1027-1048
-
-
Moreira, M.J.1
-
20
-
-
0040279397
-
Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends
-
Nowman, K. B. (1998). Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends. Computational Economics, 12, 243-254.
-
(1998)
Computational Economics
, vol.12
, pp. 243-254
-
-
Nowman, K.B.1
-
21
-
-
0001236051
-
The problem of identification in finite parameter continuous time models
-
Phillips, P.C.B. (1973) The problem of identification in finite parameter continuous time models. Journal of Econometrics 1, 351-362.
-
(1973)
Journal of Econometrics
, vol.1
, pp. 351-362
-
-
Phillips, P.C.B.1
-
22
-
-
84972370355
-
The ET interview: A.R. Bergstrom
-
Phillips, P.C.B. (1988) The ET interview: A.R. Bergstrom. Econometric Theory 4, 301-327.
-
(1988)
Econometric Theory
, vol.4
, pp. 301-327
-
-
Phillips, P.C.B.1
-
25
-
-
69849099637
-
Albert Rex Bergstrom: Pioneer of continuous time economic models
-
July
-
Phillips, P.C.B. (2005c) Albert Rex Bergstrom: Pioneer of Continuous Time Economic Models. Asymmetric Information, July, 3-4.
-
(2005)
Asymmetric Information
, pp. 3-4
-
-
Phillips, P.C.B.1
|