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Optimal Control of Linear Econometric Systems with Finite Time Horizon

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  • Chow, Gregory C

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  • Chow, Gregory C, 1972. "Optimal Control of Linear Econometric Systems with Finite Time Horizon," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(1), pages 16-25, February.
  • Handle: RePEc:ier:iecrev:v:13:y:1972:i:1:p:16-25
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    Cited by:

    1. Pindyck, Robert S., 1975. "Optimal stabilization policies under decentralized control and conflicting objectives," Working papers 765-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    2. Preston J. Miller, 1981. "Economic stabilization policy: a survey," Staff Report 68, Federal Reserve Bank of Minneapolis.
    3. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190, National Bureau of Economic Research, Inc.
    4. Peter Walsh & J. B. Cruz, Jr., 1976. "Neighboring Stochastic Control of an Econometric Model," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 211-221, National Bureau of Economic Research, Inc.
    5. Le Van Cuong, 1985. "Stationary uncertainty frontiers in macroeconometric models and existence, unicity of solutions of matrix riccati equations," CEPREMAP Working Papers (Couverture Orange) 8511, CEPREMAP.
    6. Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
    7. Deleau Michel & Malgrange Pierre, 1976. "Application des méthodes d'optimisation aux modèles macroéconomiques de politique économique (l')," CEPREMAP Working Papers (Couverture Orange) 7606, CEPREMAP.
    8. Johnson, S.R. & Rausser, Gordon C., 1977. "PART III. Systems Analysis and Simulation in Agricultural and Resource Economics," AAEA Monographs, Agricultural and Applied Economics Association, number 337223, january.
    9. R. B. Campbell, 1979. "Optimal Choice of a Proximate Monetary Target in an Open Economy," The Economic Record, The Economic Society of Australia, vol. 55(1), pages 47-57, March.
    10. Kenneth Garbade, 1975. "Discretion in the Choice of Macroeconomic Policies," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 4, number 2, pages 215-238, National Bureau of Economic Research, Inc.

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