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Estimating the parameters of the Markov probability model from aggregate time series data. [By] T.C. Lee, G.G. Judge [and] A. Zellner.

; Judge, George G., author ; Zellner, Arnold, author
Amsterdam, North-Holland Pub. Company, 1970.
ISBN 9780720431636, 0720431638

Location Call Number Status Consortium Loan
George Washington
Gelman stacks
HB 74 .M3 L396 Available Request
American
WRLC Shared Collections Facility
HB31 .C58 no.65 Off-site
Request
Georgetown
Off-Campus Shelving
HB71 .C6 no. 65, 1977 Available Request
Georgetown
Off-Campus Shelving
HB71 .C6 no. 65 Available Request
Other Authors Judge, George G.,
Zellner, Arnold,
Subjects Econometrics.
Estimation, Théorie de l'
Économétrie.
Markov processes.
Markov, Processus de.
Markov-Prozess.
Parameter estimation.
Parameterschätzung.
Séries chronologiques.
Zeitreihenanalyse.
estimation paramètre.
échantillonnage.
maximum vraisemblance.
probabilité transition.
processus Markov.
Series Contributions to economic analysis ; v. 65.
Description 254 pages 23 cm.
Copyright Date 1970.
Notes Includes bibliographical references (pages 243-249).
Also issued online.
Network Numbers (OCoLC)99889
(OCoLC)ocm00099889
WorldCat Search OCLC WorldCat
WorldCat Identities Lee, T. C.
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