{"id":"https://openalex.org/W2035935841","doi":"https://doi.org/10.2307/2554608","title":"Continuous Time Econometric Modelling.","display_name":"Continuous Time Econometric Modelling.","publication_year":1992,"publication_date":"1992-08-01","ids":{"openalex":"https://openalex.org/W2035935841","doi":"https://doi.org/10.2307/2554608","mag":"2035935841"},"language":"en","primary_location":{"id":"doi:10.2307/2554608","doi":"https://doi.org/10.2307/2554608","is_oa":false,"landing_page_url":"https://doi.org/10.2307/2554608","pdf_url":null,"source":{"id":"https://openalex.org/S108845946","display_name":"Economica","issn_l":"0013-0427","issn":["0013-0427","1468-0335"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Economica","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076177583","display_name":"Peter C.B. Phillips","orcid":"https://orcid.org/0000-0003-2341-0451","observed_orcids":["https://orcid.org/0000-0003-2341-0451"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Peter C. B. Phillips","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5108277235","display_name":"Albert Rex Bergstrom","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"A. R. Bergstrom","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3400,"currency":"USD","value_usd":3400},"apc_paid":null,"fwci":8.8439,"has_fulltext":false,"cited_by_count":165,"citation_normalized_percentile":{"value":0.97552493,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"59","issue":"235","first_page":"373","last_page":"373"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9169999957084656,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9169999957084656,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10393","display_name":"Economic Growth and Productivity","score":0.031599998474121094,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.022199999541044235,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-differential-equations","display_name":"stochastic differential equations","score":0.8159999847412109},{"id":"https://openalex.org/keywords/cyclical-growth","display_name":"cyclical growth","score":0.7770000100135803},{"id":"https://openalex.org/keywords/technological-progress","display_name":"technological progress","score":0.9620000123977661},{"id":"https://openalex.org/keywords/production-function","display_name":"production function","score":0.9710000157356262},{"id":"https://openalex.org/keywords/economic-growth","display_name":"economic growth","score":0.7329999804496765},{"id":"https://openalex.org/keywords/non-stationary-models","display_name":"non-stationary models","score":0.7260000109672546},{"id":"https://openalex.org/keywords/optimal-forecasting","display_name":"optimal forecasting","score":0.9110000133514404},{"id":"https://openalex.org/keywords/optimal-control","display_name":"optimal control","score":0.9649999737739563},{"id":"https://openalex.org/keywords/monetary-policy","display_name":"monetary policy","score":0.8519999980926514},{"id":"https://openalex.org/keywords/fiscal-policy","display_name":"fiscal policy","score":0.9829999804496765},{"id":"https://openalex.org/keywords/exchange-rate-policy","display_name":"exchange rate policy","score":0.9990000128746033},{"id":"https://openalex.org/keywords/uk-economy","display_name":"UK economy","score":0.5400000214576721}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6610898375511169},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.655847430229187},{"id":"https://openalex.org/C2778146401","wikidata":"https://www.wikidata.org/wiki/Q10916362","display_name":"Disequilibrium","level":2,"score":0.563536524772644},{"id":"https://openalex.org/C180075932","wikidata":"https://www.wikidata.org/wiki/Q5333342","display_name":"Econometric model","level":2,"score":0.5361454486846924},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.5255752205848694},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.4424998164176941},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.4380735158920288},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2507355809211731},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.17395663261413574},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1442970335483551},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C118487528","wikidata":"https://www.wikidata.org/wiki/Q161437","display_name":"Ophthalmology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2307/2554608","doi":"https://doi.org/10.2307/2554608","is_oa":false,"landing_page_url":"https://doi.org/10.2307/2554608","pdf_url":null,"source":{"id":"https://openalex.org/S108845946","display_name":"Economica","issn_l":"0013-0427","issn":["0013-0427","1468-0335"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Economica","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W376129604","https://openalex.org/W2231643723","https://openalex.org/W1970131788","https://openalex.org/W220093753","https://openalex.org/W1498082454","https://openalex.org/W1562640694","https://openalex.org/W2032564484","https://openalex.org/W613661846","https://openalex.org/W2064926012","https://openalex.org/W2665726493"],"abstract_inverted_index":{"Part":[0,31,120],"1":[1],"Theoretical":[2],"models":[3,38,59,71,81,94],"of":[4,9,26,44,50,62,74,97,125,149,155,160],"cyclical":[5,16],"growth:":[6],"a":[7,24,105,123,144,156],"model":[8,124,148,159],"technical":[10],"progress,":[11],"the":[12,60,72,133,150,171],"production":[13],"function":[14],"and":[15,20,28,35,85,100,129,139],"growth":[17,22,128],"monetary":[18],"phenomena":[19],"economic":[21],"-":[23],"synthesis":[25],"neoclassical":[27,127],"Keynsian":[29],"theories.":[30],"2":[32],"Estimation,":[33],"forecasting":[34,96],"control:":[36],"nonrecursive":[37],"as":[39],"discrete":[40,98],"approximations":[41],"to":[42,132,168],"systems":[43],"stochastic":[45,118],"differential":[46],"equations":[47],"Gaussian":[48,153],"estimation":[49,61,73,154],"structural":[51],"parameters":[52,63],"in":[53,64,90,113,143,170],"higher":[54,66,76,106],"order":[55,67,77,107],"continuous":[56,68,78,91,108,145,157],"time":[57,69,79,92,109,117,146,158],"dynamic":[58,70,80],"nonstationary":[65],"open":[75],"with":[82,166],"mixed":[83],"stock":[84,99],"flow":[86,101],"data":[87,102],"hypothesis":[88],"testing":[89],"econometric":[93,147],"optimal":[95,111],"generated":[103],"by":[104],"system":[110],"control":[112],"wide-sense":[114],"stationary":[115],"continous":[116],"models.":[119],"3":[121],"Applications:":[122],"disequilibrium":[126],"its":[130],"application":[131],"United":[134,151,172],"Kingdom,":[135,173],"C.R.Wymer":[136],"monetary,":[137],"fiscal,":[138],"exchange":[140],"rate":[141],"policy":[142],"Kingdom":[152],"demand":[161,169],"for":[162],"consumer":[163],"durable":[164],"goods":[165],"applications":[167],"1973-84,":[174],"M.J.Chambers.":[175]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":8},{"year":2013,"cited_by_count":11},{"year":2012,"cited_by_count":10}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}
