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Albert Rex Bergstrom - Publications

Affiliations: 
1962-1964 London School of Economics and Political Science 
 1964-1971 University of Auckland, Auckland, Auckland, New Zealand 
 1971-1992 University of Essex, Colchester, England, United Kingdom 
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17 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2009 Bergstrom AR. The effects of differencing on the gaussian likelihood of models with unobservable stochastic trends: A simple example Econometric Theory. 25: 903-913. DOI: 10.1017/S0266466608090348  0.428
2001 Bergstrom AR. Stability and wage acceleration in macroeconomic models of cyclical growth Journal of Applied Econometrics. 16: 327-340. DOI: 10.1002/Jae.592  0.399
1999 Bergstrom A, Nowman KB. Gaussian Estimation of a Two-factor Continuous Time Model of the Short-term Interest Rate Economic Notes. 28: 25-41. DOI: 10.1111/1468-0300.00003  0.424
1997 Bergstrom A. Gaussian Estimation of Mixed-Order Continuous-Time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data Econometric Theory. 13: 467-505. DOI: 10.1017/S0266466600005971  0.431
1994 Bergstrom A, Nowman KB, Wandasiewicz S. Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom Journal of Economic Dynamics and Control. 18: 731-761. DOI: 10.1016/0165-1889(94)90029-9  0.323
1992 Bergstrom AR, Nowman KB, Wymer CR. Gaussian estimation of a second order continuous time macroeconometric model of the UK Economic Modelling. 9: 313-351. DOI: 10.1016/0264-9993(92)90017-V  0.497
1988 Bergstrom AR. The History of Continuous-Time Econometric Models Econometric Theory. 4: 365-383. DOI: 10.1007/978-94-011-1542-1_2  0.443
1987 Bergstrom AR. Optimal control in wide-sense stationary continuous-time stochastic models Journal of Economic Dynamics and Control. 11: 425-443. DOI: 10.1016/S0165-1889(87)80016-7  0.344
1986 Bergstrom AR. The estimation of open higher-order continuous time dynamic models with mixed stock and flow data Econometric Theory. 2: 350-373. DOI: 10.1017/S026646660001166X  0.432
1985 Bergstrom AR. The estimation of parameters in nonstationary higher order continuous-time dynamic models Econometric Theory. 1: 369-385. DOI: 10.1017/S0266466600011269  0.391
1985 Bergstrom AR. The estimation of nonparametric functions in a hilbert space Econometric Theory. 1: 7-26. DOI: 10.1017/S0266466600010975  0.328
1984 Bergstrom AR. Chapter 20 Continuous time stochastic models and issues of aggregation over time Handbook of Econometrics. 2: 1145-1212. DOI: 10.1016/S1573-4412(84)02012-2  0.419
1979 Kmenta J, Bergstrom AR. Statistical Inference in Continuous Time Economic Models. Journal of the American Statistical Association. 74: 245. DOI: 10.2307/2286763  0.423
1969 Conway F, Bergstrom AR. The Construction and Use of Economic Models The Mathematical Gazette. 53: 320. DOI: 10.2307/3614979  0.371
1968 Sargan JD, Bergstrom AR. The Construction and Use of Economic Models. Economica. 35: 315. DOI: 10.2307/2552313  0.371
1965 Bergstrom A, Brownlie AD. An Econometric Model Of The New Zealand Economy Economic Record. 41: 125-126. DOI: 10.1111/J.1475-4932.1965.Tb02860.X  0.412
1958 Bergstrom A. The New Zealand Economy, 1957‐8 Economic Record. 34: 306-316. DOI: 10.1111/J.1475-4932.1958.Tb01341.X  0.305
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