Lee, T. C

Estimating the parameters of the Markov probability model from aggregate time series data / T. C. Lee, G. G. Judge, A. Zellner - 2nd rev. ed. - Elsevier North-Holland, Inc. : New York : North-Holland Pub. Co. : Amsterdam ; distributor, 1977 - 260 p. ; 23 cm. - Contributions to economic analysis ; 65 .

Bibliography: p. 249-255

0720431638


Econometrics
Estimation theory
Markov processes