TY  - BOOK
AU  - Chow, Gregory C,
TI  - Econometric analysis by control methods
T2  - Wiley series in probability and mathematical statistics
SN  - 0471087068
PY  - 1981///
CY  - New York, N.Y.
PB  - John Wiley & Sons
KW  - Econometría
KW  - Economía matemática
N1  - 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
ER  -