Nonrecursive models as discrete approximations to systems of stochastic differential equations
Year of publication: |
1966
|
---|---|
Authors: | Bergstrom, A. R. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 34.1966, 1, p. 173-182
|
Subject: | Statistische Methoden |
-
Use of and need for formal planning in retailing : searching for a typology
Laitinen, E. K., (1987)
-
Methoden der Konjunkturprognose : e. empir. Unters. mit zeitreihenanalyt. Verfahren
Nowak, Ralf, (1986)
-
A revised weighting scheme for indicators of effective exchange rates
Wickham, Peter, (1987)
- More ...
-
Models, methods, and applications of econometrics : essays in honor of A. R. Bergstrom
Phillips, Peter C. B., (1993)
-
Bergstrom memorial dedication issue
Phillips, Peter C. B., (2009)
-
Statistical inference in continuous time economic models
Bergstrom, Albert R., (1976)
- More ...