Optimal Control of Econometric Models with Autocorrelated Disturbance Terms

DOI10.2307/2525897MaRDI QIDQ4077169zbMATH OpenOpenAlexFDO

Authors Adrian Pagan

Publication date 1975

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525897

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic systems and control (93E99)

Cited in

(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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4077169)