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This paper deals with the issue of estimating the parameters in a continuous-time nonlinear dynamical model from sampled data. We focus on the issue of bias-variance trade-offs. In particular, we show that the bias error can be significantly reduced by using a particular form of sampled data model based on truncated Taylor series. This model retains the conceptual simplicity of models based on Euler integration but has much improved accuracy as a function of the sampled period.