{"id":"https://openalex.org/W2054534049","doi":"https://doi.org/10.2307/1913853","title":"The Structural Estimation of a Stochastic Differential Equation System","display_name":"The Structural Estimation of a Stochastic Differential Equation System","publication_year":1972,"publication_date":"1972-11-01","ids":{"openalex":"https://openalex.org/W2054534049","doi":"https://doi.org/10.2307/1913853","mag":"2054534049"},"language":"en","primary_location":{"id":"doi:10.2307/1913853","doi":"https://doi.org/10.2307/1913853","is_oa":false,"landing_page_url":"https://doi.org/10.2307/1913853","pdf_url":null,"source":{"id":"https://openalex.org/S95464858","display_name":"Econometrica","issn_l":"0012-9682","issn":["0012-9682","1468-0262"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","fnege-1-star","ft50","jufo-3","norway-2","poland-200","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":"Econometrica","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/A5077922455","display_name":"P. C. B. Phillips","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"P. C. B. Phillips","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5077922455"],"corresponding_institution_ids":[],"apc_list":{"value":5290,"currency":"USD","value_usd":5290},"apc_paid":null,"fwci":4.9653,"has_fulltext":false,"cited_by_count":107,"citation_normalized_percentile":{"value":0.93935159,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"40","issue":"6","first_page":"1021","last_page":"1021"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.26930001378059387,"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"}},"topics":[{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.26930001378059387,"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/T11236","display_name":"Control Systems and Identification","score":0.19059999287128448,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.15809999406337738,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"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"}}],"keywords":[{"id":"https://openalex.org/keywords/structural-estimation","display_name":"structural estimation","score":0.8799999952316284},{"id":"https://openalex.org/keywords/stochastic-differential-equations","display_name":"stochastic differential equations","score":0.9890000224113464},{"id":"https://openalex.org/keywords/parameter-estimation","display_name":"parameter estimation","score":0.5379999876022339}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6823856830596924},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.6688217520713806},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5183185338973999},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.46942928433418274},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4180218577384949},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3573690950870514},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3409269154071808},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3032153248786926},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.2307/1913853","doi":"https://doi.org/10.2307/1913853","is_oa":false,"landing_page_url":"https://doi.org/10.2307/1913853","pdf_url":null,"source":{"id":"https://openalex.org/S95464858","display_name":"Econometrica","issn_l":"0012-9682","issn":["0012-9682","1468-0262"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","fnege-1-star","ft50","jufo-3","norway-2","poland-200","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":"Econometrica","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:ecm:emetrp:v:40:y:1972:i:6:p:1021-41","doi":null,"is_oa":false,"landing_page_url":"http://links.jstor.org/sici?sici=0012-9682%28197211%2940%3A6%3C1021%3ATSEOAS%3E2.0.CO%3B2-O&origin=repec","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1971380856","https://openalex.org/W1986587772","https://openalex.org/W2011117766","https://openalex.org/W2013662782","https://openalex.org/W2030080040","https://openalex.org/W2030874952","https://openalex.org/W2324577973"],"related_works":["https://openalex.org/W2576994247","https://openalex.org/W2608353378","https://openalex.org/W2563559453","https://openalex.org/W2382330008","https://openalex.org/W1519970947","https://openalex.org/W4383503847","https://openalex.org/W2342695897","https://openalex.org/W2369828856","https://openalex.org/W2216265843","https://openalex.org/W2293504828"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":6}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2025-10-10T00:00:00"}
