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ANALYSIS OF LINEAR DETERMINISTIC SYSTEMS
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absolute value acceleration principle analysis applied approximation assumed autocorrelation function autocovariance function autocovariance matrix calculations canonical variables Chapter characteristic roots complex roots computed constant consumption function control problem control variables cosine function covariance matrix covariance-stationary cycles defined denoted density matrix dependent variable derived deviations dynamic economics dynamic programming dynamic properties econometric model endogenous equal estimate evaluate exogenous variables expected welfare loss explanatory variables feedback control equation frequency given identity Kalman filter lagged Lagrange multipliers linear combination linear stochastic difference linear system macroeconomic mean method minimize multiplier nonstochastic observations obtained optimal control optimal control equations optimal policy parameters path periodic components pseudospectrum quadratic quadratic function random disturbances random variable regression coefficients residuals result sample Section solution solving specified spectral density function spectral density matrix static theory stationary stochastic difference equations stochastic dynamic stochastic system system of stochastic target variables tions variance weighted sum welfare function