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Rex Bergstrom’S Contributions To Continuous Time Macroeconometric Modeling


  • Nowman, K. Ben


This paper reviews the contributions of Rex Bergstrom to the development of continuous time dynamic disequilibrium macroeconomic modeling since the early 1960s. The models provide an elegant integration of economic theory with analysis of steady state and stability properties. The subsequent contributions of his Ph.D. students, spawned by Bergstrom’s work over the years, is also reviewed. It was Bergstrom’s early pioneering vision 40 years ago of formulating and estimating continuous time models that underlies much of the research in that area of econometrics and finance today.

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  • Nowman, K. Ben, 2009. "Rex Bergstrom’S Contributions To Continuous Time Macroeconometric Modeling," Econometric Theory, Cambridge University Press, vol. 25(04), pages 1087-1098, August.
  • Handle: RePEc:cup:etheor:v:25:y:2009:i:04:p:1087-1098_09

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    References listed on IDEAS

    1. Hillier, Grant H., 1987. "Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems," Econometric Theory, Cambridge University Press, vol. 3(01), pages 1-44, February.
    2. Kleibergen, Frank, 2007. "Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics," Journal of Econometrics, Elsevier, vol. 139(1), pages 181-216, July.
    3. Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, July.
    4. Frank Kleibergen, 2002. "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Econometrica, Econometric Society, vol. 70(5), pages 1781-1803, September.
    5. Trevor S. Breusch, 1986. "Hypothesis Testing in Unidentified Models," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 635-651.
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