Bergstrom, A. R. Introduction.--Bergstrom, A. R. Non-recursive models as discrete approximations to systems of stochastic differential equations.--Sargan, J. D. Some discrete approximations to continuous time stochastic models.--Wymer, C. R. Econometric estimation of stochastic differential equation systems.--Phillips, P. C. B. The structural estimation of a stochastic differential equation system.--Phillips, P. C. B. The problem of identification in finite parameter continuous time models.--Phillips, P. C. B. The estimation of linear stochastic differential equations with exogenous variables.--Phillips, P. C. B. Some computations based on observed data series of the exogenous variable component in continuous systems.--Robinson, P. M. Fourier estimation of continuous time models.--Bergstrom, A. R. and Wymer, C. R. A model of disequilibrium neoclassical growth and its application to the United Kingdom.