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System-theoretic methods in economic modelling. I /
The value of applying system-theoretic concepts to economic modelling problems arises from the fact that it offers a unifying framework for modelling dynamic systems. In addition to offering this powerful conceptual framework, it provides a wide range of tools useful in applied work. System-theoreti...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford :
Pergamon Press,
1989.
|
| Colección: | International series in modern applied mathematics and computer science ;
v. 19. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 005 | 20231120111812.0 | ||
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| 020 | |a 9781483296227 |q (electronic bk.) | ||
| 020 | |a 1483296229 |q (electronic bk.) | ||
| 020 | |z 9780080372280 | ||
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| 245 | 0 | 0 | |a System-theoretic methods in economic modelling. |n I / |c guest editor, S. Mittnik ; general editor, E.Y. Rodin. |
| 246 | 3 | |a Economic modelling | |
| 264 | 1 | |a Oxford : |b Pergamon Press, |c 1989. | |
| 264 | 4 | |c �1989 | |
| 300 | |a 1 online resource : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a International series in modern applied mathematics and computer science ; |v volume 19 | |
| 500 | |a Spine title (both v.): Economic modelling. | ||
| 500 | |a Special issues of the journal Computers & mathematics with applications, v. 17, no. 8/9 and v. 18, no. 6/7. | ||
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Front Cover; System-Theoretic Methods in Economic Modelling I; Copyright Page; Table of Contents; PREFACE; CHAPTER 1. A TWO-STEP STATE SPACE TIME SERIES MODELING METHOD; 1. INTRODUCTION; 2. DYNAMIC AGGREGATION; 3. MODELING PROCEDURE; 4. DECOMPOSITION INTO TRENDS AND CYCLICAL COMPONENTS; 5. EXAMPLES; 6. CONCLUDING REMARKS; REFERENCES; APPENDIX; CHAPTER 2. SYSTEM THEORETIC TIME SERIES: AN APPLICATIONTO INVENTORIES AND PRICES OF CALIFORNIA RANGE CATTLE; 1. INTRODUCTION; 2. SYSTEM THE ORETIC TIME SERIES (STTS): A BRIEF OVER VIEW OF THE PROCEDURE; 3. THE BEEF MODEL; 4. CONCLUSION; REFERENCES | |
| 505 | 8 | |a CHAPTER 3. MULTIVARIATE TIME SERIES ANALYSIS WITHSTATE SPACE MODELS1. INTRODUCTION; 2. ESTIMATION OF SYSTEM MATRICES FOR AUTOREGRESSIVE PROCESSES; 3. AUTOREGRESSIVE PROCESSES WITH EXOGENOUS VARIABLES; 4. EXTENSION TO AUTOREGRESSIVE MOVING AVERAGE PROCESSES; 5. CONCLUDING REMARKS; REFERENCES; CHAPTER 4. OPTIMAL FORECASTING OF DISCRETE STOCK AND FLOW DATA GENERATED BY A HIGHER ORDER CONTINUOUS TIME SYSTEM; 1. INTRODUCTION; 2. THE MODEL AND ITS ESTIMATION; 3. AN OPTIMAL FORECASTING ALGORITHM; 4 . THE TREATMENT OF EXOGENOUS VARIABLES; 5. CONCLUSION; REFERENCES | |
| 505 | 8 | |a CHAPTER 5. TIME-VARYING LINEAR REGRESSION VIA FLEXIBLE LEAST SQUARES1. INTRODUCTION; 2. TIME -- VARYING LINEAR REGRESSION PROBLEM; 3. FLEXIBLE LEAST SQUARES (FLS); 4. THE FLS SOLUTION: MATRIX REPRESENTATION; 5. EXACT SEQUENTIAL DERIVATION OF THE FLS SOLUTION; 6. FLS AND OLS : A GEOMETRIC COMPARISON; 7. REGIME SHIFT: AROBUSTNESS STUDY FOR FLS; 8. SIMULATION AND EMPIRICAL STUDIES; 9. TOPICS FOR FUTURE RESEARCH; REFERENCES; APPENDIX A; APPENDIX B; CHAPTER 6. NONSTATIONARY TIME SERIES IDENTIFICATION; 1. INTRODUCTION; 2. PARAMETER ESTIMATION FOR CONTROLLED TIME SERIES | |
| 505 | 8 | |a 3. ORDER ESTIMATION FOR CONTROLLED TIME SERIES4. RELAXATION OF SPR CONDITION; 5. IDENTIFICATION OF A CLASS OF NONSTATIONARY ARMA PROCESSES; 6. CONCLUSION; REFERENCES; CHAPTER 7. THE CODING THEOREM AND ORDINARY LEAST-SQUARES MODELS IN ECONOMICS; 1. INTRODUCTION; 2. THE OLS CHANNEL WITH FEEDBACK; 3. OPTIMAL OLS CODES; 4. MARKET APPLICATIONS; 5. SUMMARY; REFERENCES; CHAPTER 8. THE INFORMATION TABLEAU OF A LINEAR ALLOCATION MODEL; 1. INTRODUCTION; 2. THE UNIVARIATE LINEAR REGRESSION MODEL; 3. A MULTIVARIATE EXTENSION; 4. THE INFORMATION TABLEAU OF A LINEARDEM AND MODEL; REFERENCES | |
| 505 | 8 | |a CHAPTER 9. THE PREJUDICES OF LEAST SQUARES, PRINCIPAL COMPONENTS AND COMMON FACTORS SCHEMES1. INTRODUCTION; 2. LEAST SQUARES SCHEME; 3. PRINCIPAL COMPONENTS SCHEME; 4. COMMON FACTOR SCHEME; 5. CONCLUDINGRE MARKS; REFERENCES; CHAPTER 10. IDENTIFICATION OF A LINEAR SYSTEM FROM INEXACT DATA: A THREE-VARIABLE EXAMPLE; 1. INTRODUCTION; 2. GENERAL LINEAR SYSTEM IDENTIFICATION; 3. LEAST SQUARES SCHEMES; 4. FRISCH AND STATISTICAL COMMON FACTOR SCHEMES; 5. A COMPARISON OF THE SOLUTIONS; 6. CONCLUDING REMARKS; REFERENCES; APPENDIX A; APPENDIX B | |
| 520 | |a The value of applying system-theoretic concepts to economic modelling problems arises from the fact that it offers a unifying framework for modelling dynamic systems. In addition to offering this powerful conceptual framework, it provides a wide range of tools useful in applied work. System-theoretic techniques enter predominantly two stages of economic modelling efforts: the stage of model construction and the stage of model application in accordance with the modelling. The objective of this and subsequent volumes on System-Theoretic Methods in Economic Modelling I is to initiate and/or inten. | ||
| 650 | 0 | |a Econometric models. | |
| 650 | 6 | |a Mod�eles �econom�etriques. |0 (CaQQLa)201-0139962 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x General. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Reference. |2 bisacsh | |
| 650 | 7 | |a Econometric models |2 fast |0 (OCoLC)fst00901567 | |
| 650 | 1 | 7 | |a Systeemtheorie. |2 gtt |
| 650 | 1 | 7 | |a Economische modellen. |2 gtt |
| 650 | 7 | |a Mod�eles �econom�etriques. |2 ram | |
| 700 | 1 | |a Mittnik, S., |e editor. | |
| 700 | 1 | |a Rodin, E. Y., |e editor. | |
| 776 | 0 | 8 | |i Print version: |t System-theoretic methods in economic modelling |z 0080372287 |w (DLC) 89179775 |w (OCoLC)21872993 |
| 830 | 0 | |a International series in modern applied mathematics and computer science ; |v v. 19. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780080372280 |z Texto completo |