Midlands State University Library

Estimating continuous-time models on the basis of discrete data via an exact discrete analog (Record no. 164561)

MARC details
000 -LEADER
fixed length control field 01369nam a22002297a 4500
003 - CONTROL NUMBER IDENTIFIER
control field ZW-GwMSU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240326090847.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240326b |||||||| |||| 00| 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency MSU
Language of cataloging English
Transcribing agency MSU
Description conventions rda
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139.T52 ECO
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name MacCrorie, J. Roderick
Relator term author
245 10 - TITLE STATEMENT
Title Estimating continuous-time models on the basis of discrete data via an exact discrete analog
Statement of responsibility, etc. by J. Roderick McCrorie
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cambridge University Press :
Name of producer, publisher, distributor, manufacturer Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2009
336 ## - CONTENT TYPE
Source rdacontent
Content type term text
Content type code txt
337 ## - MEDIA TYPE
Source rdamedia
Media type term unmediated
Media type code n
338 ## - CARRIER TYPE
Source rdacarrier
Carrier type term volume
Carrier type code nc
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Econometric theory
Volume/sequential designation Volume 25, number 4
520 ## - SUMMARY, ETC.
Summary, etc. This paper offers a perspective on A.R. Bergstrom’s contribution to continuous-time modeling, focusing on his preferred method of estimating the parameters of a structural continuous-time model using an exact discrete-time analog. Some inherent difficulties in this approach are discussed, which help to explain why, in spite of his prescience, the methods around his time were not universally adopted as he had hoped. Even so, it is argued that Bergstrom’s contribution and legacy is secure and retains some relevance today for the analysis of macroeconomic and financial time series.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Econometric model
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier 10.1017/S0266466608090452
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Journal Article
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Serial Enumeration / chronology Total Checkouts Full call number Date last seen Copy number Price effective from Koha item type Public note
    Library of Congress Classification     Main Library Main Library - Special Collections 22/06/2010 vol. 25, no. 4 (pages 1120-1137)   HB139.T52 ECO 26/03/2024 SP3259 26/03/2024 Journal Article For In house Use