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An Approach to the Feedback Control of Nonlinear
The Control of Nonlinear Econometric Systems
17 other sections not shown
analysis applied approximate asset assumed assumption Capital stock Chapter Chow coefficients compute constraint consumption control techniques control variables convergence covariance matrix denotes diagonal differential equations dynamic programming econometric model elements endogenous variables estimates exogenous feedback control equations Gauss-Siedel given historical identities inflation rate input investment iteration Kalman filtering lagged likelihood function linear model loss function maximize method of dynamic method of Section Michigan Quarterly Econometric nonlinear econometric objective function obtain optimal control optimal control problem optimal feedback control optimal path optimal policy output parameters payoff matrix percent period policy evaluation policy variables production quadratic function quadratic loss function random disturbances rational expectations reaction functions real GNP reduced form reduced-form regression residuals respect resulting simultaneous equations solution paths solve SOVMOD Statistics step stochastic control stochastic differential equations structural equations subroutines target variables tion trade-off relationship vector zero