ERIC Number: ED173206
Record Type: RIE
Publication Date: 1978-Oct
Reference Count: 0
Final Report for Dynamic Models for Causal Analysis of Panel Data. Models for Change in Quantitative Variables, Part II Scholastic Models. Part II, Chapter 4.
Hannan, Michael T.
This document is part of a series of chapters described in SO 011 759. Stochastic models for the sociological analysis of change and the change process in quantitative variables are presented. The author lays groundwork for the statistical treatment of simple stochastic differential equations (SDEs) and discusses some of the continuities of qualitative and quantitative analysis as they are revealed in the study of diffusion processes. Six sections comprise the document. Section I provides an overview of the study. Section II states the properties of the white noise processes and the related Brownian motion process. Section III discusses SDEs and two approaches to solving them. In Section IV, Kolmogorov's diffusion equations and results on conditional densities are given. Section V treats a substantive example, population growth in a random environment, from two perspectives and Section VI raises the problem of the behavior of Markov diffusion processes at boundaries. (Author/KC)
Publication Type: Reports - Research
Education Level: N/A
Sponsor: National Inst. of Education (DHEW), Washington, DC.; National Science Foundation, Washington, DC.
Authoring Institution: Center for Advanced Study in the Behavioral Sciences, Stanford, CA.; Stanford Univ., CA.
Note: For related documents, see SO 011 759-772