Bernt P. Stigum

Professor Emeritus - Økonomisk institutt
Bilde av Bernt P. Stigum
English version of this page
Telefon 22855146
Rom 1149
Brukernavn
Besøksadresse Økonomisk institutt Eilert Sundts Hus 12th floor Moltke Moes vei 31 0851 OSLO

Faglige interesser

Økonometri og Økonomisk filosofi

Bakgrunn

Utdannelse og karriere (pdf)

Publikasjoner

Bøker (pdf)
Artikler (pdf)

Working papers

Entrepreneurial Choice under Uncertainty in Applied Econometrics

 

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

  1. Stigum, B.P. (2015):  Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations. Cambridge, Mass.: MIT Press.
  2. Stigum, B.P. (2003):   Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics.  New Jersey: Princeton University Press.
  3. Stigum, B.P. (1990):  Toward a Formal Science of Economics:  The Axiomatic Method in Economics and Econometrics. Cambridge, Mass.:   MIT Press.
  4. Stigum, B.P. and F. Wenstøp (1983):  Foundations of Utility and Risk Theory with Applications. Boston, Mass.: Reidel
  5. Stigum, B.P. and M.L. Stigum (1972):  Economics, Second Edition. Reading, Mass.: Addison-Wesley Publishing Company
  6. Stigum, B.P. and M.L. Stigum, (1968): Economics. Reading, Mass.: Addison-Wesley Publishing Company

 

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Publisert 4. nov. 2010 14:25 - Sist endret 23. mai 2022 15:43