[Tex/LaTex] Looking for the bibliography style used by the journal Econometric Theory

Question

I am looking for a bibliography style (.bst file) that looks like the one at the bottom of the second column on this webpage http://korora.econ.yale.edu/et/policy/guidelines.pdf?jid=ECT. Copied here,

Bergstrom, A.R. (1976) Statistical Inference in Continuous Time Economic Models. North-Holland.

Giraitis, L. & D. Surgailis (1986) Multivariate Appell polynomials and the central limit theorem. In E. Eberlein & M.S. Taqqu (eds.),
Dependence in Probability and Statistics: A Survey of Recent Results, pp. 21–72.

Birkhauser. Gregory, A.W. & G.W. Smith (1995) Business cycle theory and econometrics. Economic Journal 105, 1597–1608.

I have searched on the webpages linked by this question (Where can I find collections of bibliography styles?) and cannot find it.

Here is an example,

\documentclass{article} 
\usepackage{natbib}
\begin{document} 
\citet{abc}
\bibliographystyle{agsm} %I would like a .bst file to insert here instead of agsm.
\bibliography{biblio}
\end{document}

Edit: I landed up using latx makebst as suggested in the comments.

Answer 1

Even if you have already found a solution, I'd like to show a possible one with BibLaTeX.

I invented the .bib file and the solution is unsophisticated (for example the unpublished entry should be improved to avoid the warning), but I think it could give you an idea.

\begin{filecontents}{biblio.bib}
    @book{bergstrom1976statistical, 
        title={{Statistical Inference in Continuous Time Economic Models}}, 
        author={Bergstrom, Albert Rex}, 
        year={1976}, 
        publisher={North-Holland} 
    }
    @incollection{giraitis1986multivariate,
        author={Giraitis, L and Surgailis, D},
        title={Multivariate Appell polynomials and the central limit theorem},
        editor={Eberlein, E. and M. S. Taqqu},
        booktitle={Dependence in Probability and Statistics: A Survey of Recent Results},
        publisher={Birkh{\"a}user},
        year={1986},
        pages={21--71}
    }%
    @article{gregory1995business,
        title={Business cycle theory and econometrics},
        author={Gregory, Allan W and Smith, Gregor W},
        journal={Economic Journal},
        volume={105},
        pages={1597--1608},
        year={1995},
        publisher={JSTOR}
    }
    @unpublished{wooldridgeinpress,
        title={On the limits
            of GLM for specification testing: A
            comment on Gurmu and Trivedi},
        author={Wooldridge, J. M.},
        journal={Econometric Theory},
        year={in press}
    }%
\end{filecontents}

\documentclass{article}
\usepackage[T1]{fontenc}
\usepackage[latin9]{inputenc}

\usepackage[english]{babel}

\usepackage[style=authoryear, natbib=true, backend=biber,firstinits=true]{biblatex}
\usepackage{csquotes}

% "&" instead of "and"
\AtBeginBibliography{
    \renewcommand*{\finalnamedelim}{\addspace\&\addspace}%
}

\renewcommand{\labelnamepunct}{\addspace}% no dot after the year

% titles without ""
\DeclareFieldFormat[incollection]{title}{#1}
\DeclareFieldFormat[article]{title}{#1}
\DeclareFieldFormat[unpublished]{title}{#1}

\DeclareFieldFormat[article]{pages}{#1}% no pp. in articles

\renewbibmacro{in:}{}% no in before journal title 

\renewcommand*{\bibinitdelim}{}% no space between name initials

% editor in lowercase
\DefineBibliographyStrings{english}{%
    editor = {\lowercase{ed}\adddot},%
    editors = {\lowercase{eds}\adddot},%
}

% editor before collection title (I've find this code here: http://tex.stackexchange.com/a/173663/101651 and I've modified it a little, hence maybe I did something wrong :) )
\renewbibmacro*{editorstrg}{%from biblatex.def
    \printtext[editortype]{%
        \iffieldundef{editortype}
        {\ifboolexpr{
                test {\ifnumgreater{\value{editor}}{1}}
                or
                test {\ifandothers{editor}}
            }
            {\bibcpstring{editors}}%changed
            {\bibcpstring{editor}}}%changed
        {\ifbibxstring{\thefield{editortype}}
            {\ifboolexpr{
                    test {\ifnumgreater{\value{editor}}{1}}
                    or
                    test {\ifandothers{editor}}
                }
                {\bibcpstring{\thefield{editortype}s}}%changed
                {\bibcpstring{\thefield{editortype}}}}%changed
            {\thefield{editortype}}}}}


\renewbibmacro*{byeditor+others}{%from biblatex.def
    \ifnameundef{editor}
    {}
    {\printnames[byeditor]{editor}%
        \addspace%added
        \mkbibparens{\usebibmacro{editorstrg}}%added
        \clearname{editor}%
        \newunit}%
    \usebibmacro{byeditorx}%
    \usebibmacro{bytranslator+others}}

\DeclareBibliographyDriver{incollection}{%from standard.bbx
    \usebibmacro{bibindex}%
    \usebibmacro{begentry}%
    \usebibmacro{author/translator+others}%
    \setunit{\labelnamepunct}\newblock
    \usebibmacro{title}%
    \newunit
    \printlist{language}%
    \newunit\newblock
    \usebibmacro{byauthor}%
    \newunit\newblock
    \bibstring{in}\addspace
    \usebibmacro{byeditor+others}%changed
    \setunit{\addcomma\addspace}\newblock%changed
    \usebibmacro{maintitle+booktitle}%
    \newunit\newblock
    \printfield{edition}%
    \newunit
    \iffieldundef{maintitle}
    {\printfield{volume}%
        \printfield{part}}
    {}%
    \newunit
    \printfield{volumes}%
    \newunit\newblock
    \usebibmacro{series+number}%
    \setunit{\addcomma\addspace}    
            \usebibmacro{chapter+pages}%
    \newunit\newblock
    \usebibmacro{publisher+location+date}%
    \newunit\newblock
    \iftoggle{bbx:isbn}
    {\printfield{isbn}}
    {}%
    \newunit\newblock
    \usebibmacro{doi+eprint+url}%
    \newunit\newblock
    \usebibmacro{addendum+pubstate}%
    \setunit{\bibpagerefpunct}\newblock
    \usebibmacro{pageref}%
    \newunit\newblock
    \iftoggle{bbx:related}
    {\usebibmacro{related:init}%
        \usebibmacro{related}}
    {}%
    \usebibmacro{finentry}}

% Bibliography Driver for unpublished items (improvements are welcomed)
\DeclareBibliographyDriver{unpublished}{%
    \usebibmacro{bibindex}%
    \usebibmacro{begentry}%
    \usebibmacro{author/translator+others}%
    \setunit{\addspace} 
    \usebibmacro{title}%
    \newunit
    \usebibmacro{journal}%
    \newunit\newblock
    \usebibmacro{finentry}}

\addbibresource{biblio.bib}

\begin{document}

    \nocite{*}

    \printbibliography

\end{document}