| Description |
1 online resource : text file, PDF |
| Series |
Routledge Library Editions: Econometrics |
| Contents |
Cover; Half Title; Title Page; Copyright Page; Contents; List of Tables; List of Figures; Preface; Chapter 1: Introduction; Part I: Stabilization and Control; Chapter 2: Feedback and Adaptive Control for Uncertain Dynamical Systems; Chapter 3: Modelling and Optimal Control of Random Walk Processes in Economics; Chapter 4: Stabilization and Optimal Management in the Housing Industry; Chapter 5: Modelling the Supply-Demand Dynamics of a Slowly Renewable Resource; Part II: Differential Games; Chapter 6: A Competitive Differential Game of Harvesting Uncertain Resources |
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Chapter 7: Identification of Stock and System Parameters in a Pareto Harvesting Game of Two PlayersPart III: Dynamic Macroeconomic Models; Chapter 8: The Solution Procedure for the ORANI Model Explained by a Simple Example; Chapter 9: Analysis of the Effects of Time Lags and Nonlinearities in a Macroeconomic Model Incorporating the Government Budget Constraint; Part IV: Time Series Analysis and Econometrics; Chapter 10: Iterative Fitting of a Time Series Model; Chapter 11: The State Space Software SARAS Forecasts Better than the Box-Jenkins Method; Chapter 12: Electricity Demand Modelling |
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Contributing AuthorsAuthor Index; Subject Index |
| Notes |
"Originally published in 1985. Mathematical methods and models to facilitate the understanding of the processes of economic dynamics and prediction were refined considerably over the period before this book was written. The field had grown; and many of the techniques involved became extremely complicated. Areas of particular interest include optimal control, non-linear models, game-theoretic approaches, demand analysis and time-series forecasting. This book presents a critical appraisal of developments and identifies potentially productive new directions for research. It synthesises work from mathematics, statistics and economics and includes a thorough analysis of the relationship between system understanding and predictability."--Provided by publisher |
| Subject |
Economic forecasting -- Mathematical models -- Congresses
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Econometrics -- Congresses
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Economics, Mathematical -- Congresses
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Econometrics
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Economic forecasting -- Mathematical models
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Economics, Mathematical
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| Genre/Form |
Conference papers and proceedings
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| Form |
Electronic book
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| Author |
Lesse, Paul F., editor.
|
| ISBN |
9781351141086 |
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1351141082 |
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9781351141079 |
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1351141074 |
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9781351141055 |
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1351141058 |
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