Research Catalog
Estimating the parameters of the Markov probability model from aggregate time series data.
- Title
- Estimating the parameters of the Markov probability model from aggregate time series data. [By] T.C. Lee, G.G. Judge [and] A. Zellner.
- Author
- Lee, T. C.
- Publication
- Amsterdam, North-Holland Pub. Co., 1970.
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Use in library | H1 .C81 no.65 | Off-site |
Details
- Additional Authors
- Description
- 254 pages; 23 cm
- Summary
- Textbook on the methodology of econometrics analysis, with particular reference to the applications of the markov chain statistical method in the estimation of transition probabilities - includes a literature survey on initial results, and relevant computer programmes. Bibliography pp. 243 to 249.
- Series Statement
- Contributions to economic analysis, v. 65
- Uniform Title
- Contributions to economic analysis ; v. 65.
- Subject
- Econometrics
- Parameter estimation
- Markov processes
- Estimation theory
- Markov Chains
- Estimation theory
- Econometrics
- Markov processes
- Parameter estimation
- Markov-Prozess
- Parameterschätzung
- Zeitreihenanalyse
- methodology
- econometrics
- statistical method
- computer
- Séries chronologiques
- Markov, Processus de
- méthodologie
- économétrie
- méthode statistique
- ordinateur
- metodología
- econometría
- método estadístico
- computadora
- Genre/Form
- textbook.
- bibliography.
- literature survey.
- manuel d'enseignement.
- bibliographie.
- revue de littérature.
- libro de texto.
- artículo bibliográfico.
- bibliografía.
- Bibliography (note)
- Includes bibliographical references (p. 243-249)and index.
- ISBN
- 0720431638
- 9780720431636
- LCCN
- 77110503
- OCLC
- ocm00099889
- 99889
- SCSB-578197
- Owning Institutions
- Princeton University Library