000			01667cam a2200277 i 4500
008			751113t1976 ne a erb 001 0 eng
020			_a0444109919 (American Elsevier)
040			_aDLC _cDLC
050	0	0	_aHA29 _b.S783 1976
082	0	0	_a519.5'4 _bSTA
245	0	0	_aStatistical inference in continuous time economic models /
260			_aAmsterdam ; _aNew York : _bNorth-Holland Pub. Co. ; _bAmerican Elsevier Pub. Co., _c1976.
300			_ax, 333 p. :ill,
440		0	_aContributions to economic analysis ;
504			_aIncludes bibliographical references and index.
520			_aThe book consists of nine papers plus introduction, written by five people. The intended purpose of the various papers and hence of the book, has been stated by the editor as follows: 'The central idea underlying the methods developed in this book is that, since the variables that occur in most econometric models are the result of a large number of microeconomic decisions taken at different points of time, the prior restrictions [due to the theory] should be placed directly on the parameters of a continuous system, even though the variables are observed only at discrete intervals. The purpose of the book is to provide a body of statistical theory relating to the identification and estimation of the parameters of such models from discrete observations of the variables".
590			_arpm 04/04/2018
591			_aLoans
650		0	_aStatistical inference
650		0	_aMathematical statistics.
650		0	_aStochastic differential equations.
650		0	_aStochastic systems.
700	1		_aBergstrom, A. R.
942			_2ddc _cBOOK
949			_a519.5'4 STA
999			_c7724 _d7724