Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model

DOI10.2307/2525872MaRDI QIDQ4769822zbMATH OpenOpenAlexFDO

Authors John B. Taylor

Publication date 1974

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

Full work available at URL https://doi.org/10.2307/2525872

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Optimal stochastic control (93E20)

Cited in

(10)

• On the convergence of Bayesian posterior processes in linear economic models. Counting equations and unknowns
• Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling
• A classification system for economic stochastic control models
• A stochastic contraction mapping theorem
• Comparison of policy functions from the optimal learning and adaptive control frameworks
• An inequality for a sum of quadratic forms with applications to probability theory
• Learning by doing and the value of optimal experimentation
• Learning in mis-specified models and the possibility of cycles
• Learning and control in a changing economic environment.
• Stochastic control for economic models: past, present and the paths ahead

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