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I invented the .bib file and the solution is unsophisticated (for example the unpublished entry should be improved to avoid the warning), but I think it could give you an idea.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@unpublished{wooldridgeinpress,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\DeclareFieldFormat[unpublished]{title}{#1}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}

@book{bergstrom1976statistical, title={Statistical inference in continuous time economic models}, author={Bergstrom, Albert Rex}, volume={99}, year={1976}, publisher={North-Holland Amsterdam} }– CarLaTeX Nov 01 '16 at 09:14chicagostyle. An alternative option would be runlatex makebstand pick your options there. A third option is just to submit your paper "as is" and let the copy editors sort out the minutiae of the bibliography... – Seamus Nov 01 '16 at 09:32chicago. I would like to just leave it to the copy editors except the editor is asking for this in the revision (quite annoying). I will try to runlatex makebstor learn BibLaTeX (or use the similarchicagostyle). – user117670 Nov 01 '16 at 09:45