Chuppter 10
CONTINUOUS TIME STOCHASTIC MODELS
AND ISSUES OF AGGREGATION OVER TIME
A. R. BERGSTROM
Uniuersir_v of Essex
Contents
1. Introduction
2. Closed first-order systems of differential and integral equations
2.1. Stochastic limit operations and stochastic differential equations
2.2. Random measures and systems with white noise disturbances
2.3. Estimation
3. Higher order systems
4. The treatment of exogenous variables and more general models
5. Conclusion
References