STOCHASTIC OPTIMAL-CONTROL TECHNIQUE FOR MODELS WITH ESTIMATED COEFFICIENTS

被引：5

作者：

CRAINE, R

HAVENNER, A

机构：

[1] FED RESERVE SYST,BOARD GOVERNORS,WASHINGTON,DC 20551

[2] NYU,NEW YORK,NY 10003

来源：

关键词：

D O I：

10.2307/1912689

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1013 / 1021

页数：9

共 18 条

[1]

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[2]

Aoki M., 1967, OPTIMIZATION STOCHAS

[3]

Chow G. C., 1973, INT ECON REV, V14, P632

[4]

CHOW GC, 1973, 157 PRINC U EC RES P

[5]

CRAINE R, 1973, 1973 P IEEE C DEC CO

DHRYMES, PJ .

[7]

Fair Ray C., 1971, SHORT RUN FORECASTIN

[8]

KENDRICK D, 1975, ECONOMISTS GUIDE WID

[9]

MACRAE EC, 1972, 27 FED RES SYST BOAR

[10] A NOTE ON VARIANCE OF A MATRIX [J].

NISSEN, DH .