On the control of structural models. Comment

DOI10.1016/0304-4076(81)90126-3zbMath0453.93063OpenAlexW2019509396MaRDI QIDQ1149413

Gregory C. Chow

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90126-3

zbMATH Keywords

covariance matrixstructural modelslinear quadratic control problemeconometric modelling

Mathematics Subject Classification ID

Economic growth models (91B62) Optimal stochastic control (93E20)

Cites Work

• Unnamed Item
• On the control of structural models
• Matrix derivatives with an application to an adaptive linear decision problem
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• The Control of Nonlinear Econometric Systems with Unknown Parameters
• Effect of Uncertainty on Optimal Control Policies