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., StrÝm (ed), '98
(With H. Goldstein) Nonlinear Cointegration in Foreign Exchange Markets Dep. of Economics University of Oslo, '11
 

CV & LP