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 GaltonWatson Process  An. of Math. Stat., '66  
(With H. Kesten) A Limit Theorem for Multidimensional GaltonWatson Processes 
An. of Math. Stat., '66  
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  
Asymptotic Properties of Dynamic Stochastic Parameter Estimates I,  An. of the Institute of Statistical Math., '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  
An Essay on Life in Large Economies,  Dep. of Economics University of Oslo, '92  
Temporary Equilibria:  
Entrepreneurial Choice Over Time Under Conditions of Uncertainty,  International Economic Review, '69  
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:  
An Axiomatic Approach to Empirical Economics I  Przeglad Statystyczny, '93  
TheoryData 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 