Optimal Control of Econometric Models with Autocorrelated Disturbance Terms
From MaRDI portal
Publication:4077169
DOI10.2307/2525897zbMath0315.93036OpenAlexW2026827499MaRDI QIDQ4077169
Publication date: 1975
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2525897
Applications of statistics to economics (62P20) Stochastic systems and control (93E99) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Trade models (91B60) Optimal stochastic control (93E20)
Related Items (2)
A COMPARATIVE STUDY ON THE USE OF STATE‐SPACE REPRESENTATIONS FOR MULTIVARIABLE ECONOMIC SYSTEMS AND THE STRUCTURAL PROPERTIES ⋮ CONTROLLABILITY AND OBSERVABILITY IN THE OPTIMAL CONTROL OF LINEAR ECONOMETRIC MODELS
This page was built for publication: Optimal Control of Econometric Models with Autocorrelated Disturbance Terms