A. R. Bergstrom

Available identifiers

Publication	Date of Publication	Type
A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends	2012-11-23	Paper
THE EFFECTS OF DIFFERENCING ON THE GAUSSIAN LIKELIHOOD OF MODELS WITH UNOBSERVABLE STOCHASTIC TRENDS: A SIMPLE EXAMPLE	2009-09-30	Paper
A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends	2007-06-28	Paper
Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom	1997-02-27	Paper
Montary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom	1995-01-03	Paper
Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system	1989-01-01	Paper
Optimal control in wide-sense stationary continuous-time stochastic models	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3719692	1984-01-01	Paper
Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4130828	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4130246	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4130271	1976-01-01	Paper
The Covariance Matrix of the Limited Information Maximum Likelihood Estimator	1972-01-01	Paper
Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations	1966-01-01	Paper
The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume	1962-01-01	Paper

This page was built for person: A. R. Bergstrom