Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model
From MaRDI portal
Publication:4769822
DOI10.2307/2525872zbMath0283.62061OpenAlexW1992692919MaRDI QIDQ4769822
Publication date: 1974
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2525872
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Optimal stochastic control (93E20)
Related Items (10)
A classification system for economic stochastic control models ⋮ An inequality for a sum of quadratic forms with applications to probability theory ⋮ A stochastic contraction mapping theorem ⋮ Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling ⋮ On the convergence of Bayesian posterior processes in linear economic models. Counting equations and unknowns ⋮ Learning in mis-specified models and the possibility of cycles ⋮ Stochastic control for economic models: past, present and the paths ahead ⋮ Learning and control in a changing economic environment. ⋮ Learning by doing and the value of optimal experimentation ⋮ Comparison of policy functions from the optimal learning and adaptive control frameworks
This page was built for publication: Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model