Details about Albert Rex Bergstrom

This author is deceased (2005-05-01).

Access statistics for papers by Albert Rex Bergstrom.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pbe820

Journal Articles

2001

1. Stability and wage acceleration in macroeconomic models of cyclical growth
   Journal of Applied Econometrics, 2001, 16, (3), 327-340 View citations (3)

1999

2. Gaussian Estimation of a Two-factor Continuous Time Model of the Short-term Interest Rate
   Economic Notes, 1999, 28, (1), 25-41

1997

3. Gaussian Estimation of Mixed-Order Continuous-Time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data
   Econometric Theory, 1997, 13, (4), 467-505 View citations (23)

1994

4. Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
   Journal of Economic Dynamics and Control, 1994, 18, (3-4), 731-761 View citations (32)

1992

5. Gaussian estimation of a second order continuous time macroeconometric model of the UK
   Economic Modelling, 1992, 9, (4), 313-351 View citations (45)

1988

6. The History of Continuous-Time Econometric Models
   Econometric Theory, 1988, 4, (3), 365-383 View citations (20)

1987

7. Optimal control in wide-sense stationary continuous-time stochastic models
   Journal of Economic Dynamics and Control, 1987, 11, (3), 425-443 View citations (2)

1986

8. The Estimation of Open Higher-Order Continuous Time Dynamic Models with Mixed Stock and Flow Data
   Econometric Theory, 1986, 2, (3), 350-373 View citations (29)

1985

9. The Estimation of Nonparametric Functions in a Hilbert Space
   Econometric Theory, 1985, 1, (1), 7-26 View citations (2)
10. The Estimation of Parameters in Nonstationary Higher Order Continuous-Time Dynamic Models
    Econometric Theory, 1985, 1, (3), 369-385 View citations (26)

1983

11. Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
    Econometrica, 1983, 51, (1), 117-52 View citations (46)

1972

12. The Covariance Matrix of the Limited Information Maximum Likelihood Estimator
    Econometrica, 1972, 40, (5), 899-900

1965

13. AN ECONOMETRIC MODEL OF THE NEW ZEALAND ECONOMY
    The Economic Record, 1965, 41, (93), 125-126 View citations (2)

1958

14. THE NEW ZEALAND ECONOMY, 1957‐8
    The Economic Record, 1958, 34, (69), 306-316

1957

15. A Reply to Mr. Kemp
    The Review of Economic Studies, 1957, 24, (3), 215

1955

16. The Use of Index Numbers in Demand Analysis
    The Review of Economic Studies, 1955, 23, (1), 17-26

1952

17. REPORT OF TAXATION COMMITTEE, NEW ZEALAND, 1951
    The Economic Record, 1952, 28, (1-2), 88-91

1951

18. NEW ZEALAND'S EXPORT SUPPLY FUNCTION
    The Economic Record, 1951, 27, (1-2), 21-29

1949

19. THE GUARANTEED PRICE FOR DAIRY PRODUCTS - NEW ZEALAND
    The Economic Record, 1949, 25, (2), 91-97 View citations (1)

Books

2012

1. A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
   Cambridge Books, Cambridge University Press
   Also in Cambridge Books, Cambridge University Press (2007) View citations (22)

Chapters

1984

1. Continuous time stochastic models and issues of aggregation over time
   Chapter 20 in Handbook of Econometrics, 1984, vol. 2, pp 1145-1212 View citations (95)