Estimating the parameters of the Markov probability model from aggregate time series data
By: T. C. Lee, G. G. Judge, A. Zellner.
Contributors: Judge, George G., joint author.; Zellner, Arnold, joint author.
Edition: 2d, rev. ed.
Series: Contributions to economic analysis ;; 65
Publisher: North-Holland Pub. Co.; distributor, Elsevier North-Holland, Inc.
Published: 1977
Place of publication: Amsterdam; New York
Language: eng
Number of pages: 260
Subjects: Econometrics.; Estimation theory.; Markov processes.
Notes: Bibliography: p. 249-255.
Includes indexes.