Random walk model of impact phenomena
Author
Abstract
Suggested Citation
DOI: 10.1016/0378-4371(84)90038-4
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Robert Summers, 1959. "A Capital-Intensive Approach to the Small Sample Properties of Various Simultaneous Equation Estimators," Cowles Foundation Discussion Papers 64, Cowles Foundation for Research in Economics, Yale University.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Helbing, Dirk, 1992. "Interrelations between stochastic equations for systems with pair interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 181(1), pages 29-52.
- Kanno, Ryutaro, 1998. "Representation of random walk in fractal space-time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 248(1), pages 165-175.
- Hughes, Barry D., 1986. "On returns to the starting site in lattice random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 134(2), pages 443-457.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Luigi Solari, 1966. "La simulation dans la prévision et la programmation en econometrie," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 102(III/IV), pages 391-408, September.
- John Conlisk, 1974. "Optimal Response Surface Design in Monte Carlo Sampling Experiments," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 3, pages 463-473, National Bureau of Economic Research, Inc.
- David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 551-614, National Bureau of Economic Research, Inc.
- Dent, Warren Thomas & Ballintine, Richard, 1971. "A Review Of The Estimation Of Transition Probabilities In Markov Chains," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 15(2), pages 1-13, August.
- Joseph B. Kadane, 1969. "Comparison of k-Class Estimators When the Disturbances Are Small," Cowles Foundation Discussion Papers 269, Cowles Foundation for Research in Economics, Yale University.
- Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches†& M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976, Elsevier.
- Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:127:y:1984:i:3:p:490-508. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.