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＜Books＞
Statistical inference in continuous time economic models / editor, A. R. Bergstrom.
(Contributions to economic analysis ; 99)

Publisher	Amsterdam : North-Holland
Publisher	New York : American Elsevier
Year	1976
Year	1976
Size	x, 333 p. : ill. ; 23 cm.
Authors	Bergstrom, Abram R.
Subjects	Mathematical statistics Stochastic differential equations Stochastic systems
Contents	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

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