Author: Gregory C. ChowPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 42
Book Description
Comparison of Econometric Models by Optimal Control Techniques
Author: Gregory C. ChowPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 42
Book Description
Evaluation of Econometric Models
Author: Jan KmentaPublisher: Academic Press
ISBN: 1483267342
Category : Business & Economics
Languages : en
Pages : 425
Book Description
Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Optimal Control for Econometric Models
Author: S. HollyPublisher: Springer
ISBN: 134916092X
Category : Business & Economics
Languages : en
Pages : 310
Book Description
Discrete-time Optimal Control of an Economic System Using Different Objective Functions *)
Author: Carl-Louis SandblomPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 70
Book Description
Optimization in Economics and Finance
Author: Bruce D. CravenPublisher: Springer Science & Business Media
ISBN: 9780387242798
Category : Business & Economics
Languages : en
Pages : 184
Book Description
Extends the optimization techniques, in a form that may be adopted for modeling social choice problems. The models in this book provide possible models for a society's social choice for an allocation that maximizes welfare and utilization of resources. A computer program SCOM is presented here for computing social choice models by optimal control.
Introductory Optimization Dynamics
Author: P.N.V. TuPublisher: Springer Science & Business Media
ISBN: 3662007193
Category : Business & Economics
Languages : en
Pages : 401
Book Description
Optimal Control theory has been increasingly used in Economi- and Management Science in the last fifteen years or so. It is now commonplace, even at textbook level. It has been applied to a great many areas of Economics and Management Science, such as Optimal Growth, Optimal Population, Pollution control, Natural Resources, Bioeconomics, Education, International Trade, Monopoly, Oligopoly and Duopoly, Urban and Regional Economics, Arms Race control, Business Finance, Inventory Planning, Marketing, Maintenance and Replacement policy and many others. It is a powerful tool of dynamic optimization. There is no doubt social sciences students should be familiar with this tool, if not for their own research, at least for reading the literature. These Lecture Notes attempt to provide a plain exposition of Optimal Control Theory, with a number of economic examples and applications designed mainly to illustrate the various techniques and point out the wide range of possible applications rather than to treat exhaustively any area of economic theory or policy. Chapters 2,3 and 4 are devoted to the Calculus of Variations, Chapter 5 develops Optimal Control theory from the Variational approach, Chapter 6 deals with the problems of constrained state and control variables , Chapter 7, with Linear Control models and Chapter 8, with stabilization models. Discrete systems are discussed in Chapter 9 and Sensitivity analysis in Chapter 10. Chapter 11 presents a wide range of Economics and Management Science applications.
Optimal Control Theory and Economic Analysis
Author: Gustav FeichtingerPublisher: North-Holland
ISBN:
Category : Business & Economics
Languages : en
Pages : 440
Book Description
Optimal Control for Econometric Models
Author: Sean HollyImplementing Stochastic Optimal Control of Nonlinear Models
Author: Andrea CividiniPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 64
Book Description
Analysis and Control of Dynamic Economic Systems
Author: Gregory C. ChowPublisher: John Wiley & Sons
ISBN:
Category : Business & Economics
Languages : en
Pages : 340
Book Description
ANALYSIS OF DYNAMIC ECONOMIC SYSTEMS; CONTROL OF DYNAMIC ECONOMIC SYSTEMS.