Adaptive control of econometric models with unknown parameters

DOI10.1016/0165-1889(87)90019-4zbMath0656.90018OpenAlexW2022317156MaRDI QIDQ1110435

Yukio Ito

Publication date: 1987

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(87)90019-4

zbMATH Keywords

recursive least squareseconometric modelARMAX-modelminimum variance control strategyself-tuning method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Cites Work

• A multivariable self-tuning controller
• Theory and applications of selftuning regulators
• On self tuning regulators
• Kalman type filter for models with stochastic regressors and applications to econometric models
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