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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 calculations canonical variables Chapter characteristic roots complex roots conjugate complex constant consumption function control problem control variables cosine function covariance matrix covariance-stationary cycles defined denoted density matrix derived deviations dynamic economics dynamic programming dynamic properties econometric model endogenous equal estimate evaluate exogenous variables expected welfare loss expenditures feedback control equations frequency given identity Kalman filter lagged Lagrange multipliers linear combination linear stochastic difference linear system loss function macroeconomic mean minimize multiplier 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 spectral density matrix static theory stationary stochastic difference equations stochastic dynamic stochastic system system of stochastic target variables tions uncorrelated variance weighted sum welfare function