A. R. Bergstrom

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends2012-11-23Paper
THE EFFECTS OF DIFFERENCING ON THE GAUSSIAN LIKELIHOOD OF MODELS WITH UNOBSERVABLE STOCHASTIC TRENDS: A SIMPLE EXAMPLE
Econometric Theory
2009-09-30Paper
A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends2007-06-28Paper
Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
Journal of Economic Dynamics and Control
1997-02-27Paper
Montary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
Journal of Economic Dynamics and Control
1995-01-03Paper
Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system
Computers & Mathematics with Applications
1989-01-01Paper
Optimal control in wide-sense stationary continuous-time stochastic models
Journal of Economic Dynamics and Control
1987-01-01Paper
scientific article; zbMATH DE number 3949563 (Why is no real title available?)1984-01-01Paper
Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
Econometrica
1983-01-01Paper
scientific article; zbMATH DE number 3558790 (Why is no real title available?)1976-01-01Paper
scientific article; zbMATH DE number 3557050 (Why is no real title available?)1976-01-01Paper
scientific article; zbMATH DE number 3557075 (Why is no real title available?)1976-01-01Paper
The Covariance Matrix of the Limited Information Maximum Likelihood Estimator
Econometrica
1972-01-01Paper
Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations
Econometrica
1966-01-01Paper
The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume
Econometrica
1962-01-01Paper


Research outcomes over time


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