Econometric analysis by control methods /
Gregory C. Chow.
- New York, N.Y. : John Wiley & Sons, 1981.
- 320 páginas : ilustradas con gráficas ; 22 cm.
- Wiley series in probability and mathematical statistics .
A Wiley publication in applied statistics.
Part 1. Techniques of stochastic control, 1 -- 1. Introduction, 3 -- 2. An approach to the feedback control of nonlinear econometric systems, 14 -- 3. The control of nonlinear econometric systems with unknown parameters, 30 -- 4. The control of large-scale nonlinear econometric systems, 44 -- 6. Applications of the Kalman filter to the estimation of econometric models, 85 -- Part 2. Economic applications of control methods, 109 -- 7. An econometric definition of the inflation-unemployment trade-off, 111 -- 8. Evaluation of macroeconomic policies by stochastic control techniques, 123 -- 9. Has government policy contributed to economic instability?, 131 -- 10. The estimation of total investable resources, 149 -- 11. Usefulness of imperfect models for the formulation of stabilization policies, 154 -- 12. Effective use of econometric models in macroeconomic policy formulation, 168 -- 13. Econometric analysis of soviet economic planning by optimal control, 177 -- 14. Comparison of econometric models by optimal control techniques, 207 -- Part 3. Stochastic control under rational expectations, 223 -- 15. Econometric policy evaluation and optimization under rational expectations, 225 -- 16. Estimation of rational expectations models, 239 -- 17. Estimation and optimal control of dynamic game models under rational expectations, 255 -- Part 4. Optimal control methods for stochastic models in continuous time, 265 -- 18. Optimum control of stochastic differential equation systems, 267 -- 19. Optimum use and exploration of a natural resource, 291 -- Bibliography, 302 -- Index, 309.