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

By:

Lee, T. C

Contributor(s):

Judge, George G
Zellner, Arnold

Material type:

TextSeries: Contributions to economic analysis ; v. 65Publication details: Amsterdam, North-Holland Pub. Co., 1970.ISBN:

0720431638

Subject(s):

Econometrics
Parameter estimation
Markov processes

DDC classification:

330/.01/82

LOC classification:

HB74.M3 L396

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Estimating the parameters of the Markov probability model from aggregate time series data.

APA

Lee T. C., Judge G. G. & Zellner A. (1970). Estimating the parameters of the Markov probability model from aggregate time series data. Amsterdam: North-Holland Pub. Co.

Chicago

Lee T C, Judge George G and Zellner Arnold. 1970. Estimating the parameters of the Markov probability model from aggregate time series data. Amsterdam: North-Holland Pub. Co.

Harvard

Lee T. C., Judge G. G. and Zellner A. (1970). Estimating the parameters of the Markov probability model from aggregate time series data. Amsterdam: North-Holland Pub. Co.

MLA

Lee T C, Judge George G and Zellner Arnold. Estimating the parameters of the Markov probability model from aggregate time series data. Amsterdam: North-Holland Pub. Co. 1970.

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