Home Page of Bernt P. Stigum

Home Page of Bernt P. Stigum
	Department of Economics University of Oslo Pb. 1095 Blindern 0317 Oslo, Norway

Selected List of Publications		Book Archives

Random Processes:
Dynamic Stochastic Processes	An. of Math. Stat., '63
A Theorem on the Galton-Watson Process	An. of Math. Stat., '66
(With H. Kesten) A Limit Theorem for Multidimensional Galton-Watson Processes	An. of Math. Stat., '66
Asymptotic Properties of ARIMA Processes,	Stochastic Processes and their Applications., '75

Econometrics:
A Decision Theoretic Approach to Time Series Analysis,	An. of the Institute of Statistical Math., '67
Asymptotic Properties of Dynamic Stochastic Parameter Estimates III,	J. of Multivariate Analysis, '74
Least Squares and Stochastic Difference Equations	J. of Econometrics, '76

Microeconomic Theory:
Finite State Space and Expected Utility Maximization,	Econometrica, '72
Revealed Preference.- a Proof of Houthakker's Theorem,	Econometrica, '73
Competitive Equilibria with infinitely many Commodities,	J. of Economic Theory, '75

Temporary Equilibria:
Competitive Equilibria under Uncertainty,	Quarterly J. of Economics, '69
Resource Allocation under Uncertainty,	International Economic Review, '72
Competitive Resource Allocation over Time under Uncertainty,	Es. on Ec. Beh. under Unc., Balch et al (ed), '74

Macroeconomics:
On Certain Problems of Aggregation,	International Economic Review, '67
On a Property of Concave Functions,	Review of Economic Studies, '68
Balanced Growth under Uncertainty,	J. of Economic Theory, '72
(With H. Kesten) Balanced Growth Under Uncertainty in Decomposable Economies	Es. on Ec. Beh. under Unc., Balch et al (ed), '74
Methodology:
Theory-Data Confrontations in Economics	Dialogue, '95
Scientific Explanation in Econometrics	Econometrics and Ec.Theory in the 20th Cent., Strøm (ed), '98
(With H. Goldstein) Nonlinear Cointegration in Foreign Exchange Markets	Dep. of Economics University of Oslo, '11
	CV & LP