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ANALYSIS OF LINEAR DETERMINISTIC SYSTEMS
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absolute value acceleration principle analysis applied assumed autocorrelation function autocovariance function autocovariance matrix Ay,_l calculations canonical variables Chapter characteristic roots complex roots computed consumption function control problem control variables cosine function covariance matrix covariance-stationary CTgT 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 expenditures 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 nonlinear nonstochastic observations obtained optimal control optimal control equations optimal policy parameters path periodic components pseudospectrum quadratic quadratic function random disturbances random variable residuals result sample Section solution solving specified spectral density function static theory stationary stochastic difference equations stochastic dynamic stochastic system system of stochastic target variables tions variance weighted sum welfare function y,_l