Emneord:
Økonometri,
Samfunnsøkonomi
Publikasjoner
Most Important Articles
Stochastic Processes
- Stigum B.P., 1963: Dynamic Stochastic Processes, Annals of Mathematical Statistics, 34
- Stigum, B.P., 1966: A Theorem on the Galton Watson Process, Annals of Mathematical Statistics, 37
- Kesten, H, and B.P. Stigum, 1967a: A Limit Theorems for Multidimensional Galton Watson Processes, Annals of Mathematical Statistics, 37
- Kesten, H. and B.P. Stigum, 1967b: Limit Theorems for Decomposable Multidimensional Galton Watson Processes, Journal of Mathematical Analyses and Applications, 17
Mathematical Statistics
- Stigum, B.P., 1967: A Decision Theoretic Approach to Time Series Analysis, Annals of the Institute of Statistical Mathematics, 19
- Stigum, B.P. 1974: Asymptotic Properties of Autoregressive Integrated Moving Average Processes, Stochastic Processes and their Applications, 3
- Stigum B.P., 1974c: Asymptotic Properties of Dynamic Stochastic Parameter Estimates III, Journal of Multivariate Analysis, 4
- Stigum, B.P., 1976a: Asymptotic Properties of Dynamic Stochastic Parameter Estimates I, Annals of the Institute of Mathematical Statistics. 28
- Stigum, B.P, 1976b: Least Squares and Stochastic Difference Equations, Journal of Econometrics, 4
Microeconomics
- Stigum, B.P. 1969a: Entrepreneurial Choice over Time under Conditions of Uncertainty, International Economic Review, 10
- Stigum, B.P. 1969b, Competitive Equilibria under Uncertainty. Quarterly Journal of Economics, 83
- Stigum, B.P. 1972a, Resource Allocation under Uncertainty. International Economic Review, 13
- Stigum, B.P., 1972b: Finite State Space and Expected Utility Maximization, Econometrica, 40
- Stigum, B.P. 1973: Revealed Preference – A Proof of Houthakker’s Theorem, Econometrica 41
- Stigum, B.P., 1974 Competitive Resource Allocation over Time under Uncertainty, in Essays on Economic Behavior under Uncertainty, eds. M. Balch, D. McFadden, and S. Wu, New York: North Holland
Macroeconomics
- Stigum, B.P., 1967a: On Certain Problems of Aggregation, International Economic Review, 8
- Stigum, B.P.,1967b: On a Property of Concave Functions. Review of Economic Studies
- Stigum, B.P., 1972b: Balanced Growth under Uncertainty, Journal of Economic Theory, 5
- H. Kesten and B.P. Stigum, 1974b: Balanced growth under Uncertainty in Decomposable Economies, in Essays on Economic Behavior under Uncertainty eds. M. Balch, D. McFadden, and S. Wu, New York: North Holland
Applied Formal Econometrics
- Stigum, B.P., 1995: Theory-Data Confrontations in Economics, Dialogue, XXXIV
- Stigum, B.P., 1988 Scientific Explanation in Econometrics. In Econometrics and Economic Theory in the 20th Century, ed. S. Strøm, Cambridge University Press
- Stigum, B.P. 2016: The Status of Bridge Principles in Applied Econometrics. Econometrics, an MDPI Online Journal
- Stigum, B. P. 2021: Theory-based Interpretation of an Econometric Model, Department of Economics, University of Oslo
- Stigum, B. P. 2022a: Consumer Choice under Certainty and Uncertainty in Applied Econometrics. Journal of Economics and Econometrics, Economics and Econometrics Society, Vol. 65, Issue 1, pp. 1-27.
- Stigum, B. P. 2022b: Entrepreneurial Choice under Uncertainty in Applied Econometrics, Department of Economics, University of Oslo
Books
- Stigum, B.P. (2015): Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations. Cambridge, Mass.: MIT Press.
- Stigum, B.P. (2003): Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics. New Jersey: Princeton University Press.
- Stigum, B.P. (1990): Toward a Formal Science of Economics: The Axiomatic Method in Economics and Econometrics. Cambridge, Mass.: MIT Press.
- Stigum, B.P. and F. Wenstøp (1983): Foundations of Utility and Risk Theory with Applications. Boston, Mass.: Reidel
- Stigum, B.P. and M.L. Stigum (1972): Economics, Second Edition. Reading, Mass.: Addison-Wesley Publishing Company
- Stigum, B.P. and M.L. Stigum, (1968): Economics. Reading, Mass.: Addison-Wesley Publishing Company
Publisert
4. nov. 2010 14:25
- Sist endret
19. okt. 2023 15:15