Hugendubel.info - Die B2B Online-Buchhandlung 

Merkliste
Die Merkliste ist leer.
Bitte warten - die Druckansicht der Seite wird vorbereitet.
Der Druckdialog öffnet sich, sobald die Seite vollständig geladen wurde.
Sollte die Druckvorschau unvollständig sein, bitte schliessen und "Erneut drucken" wählen.

The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control

A Promising Combination?
BuchGebunden
262 Seiten
Englisch
Springer Netherlandserschienen am19.01.2005
The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE).mehr
Verfügbare Formate
BuchGebunden
EUR106,99
BuchKartoniert, Paperback
EUR106,99
E-BookPDF1 - PDF WatermarkE-Book
EUR96,29

Produkt

KlappentextThe first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE).
Details
ISBN/GTIN978-0-7923-7484-8
ProduktartBuch
EinbandartGebunden
Erscheinungsjahr2005
Erscheinungsdatum19.01.2005
ReiheAdvances in Computational Economics
Seiten262 Seiten
SpracheEnglisch
Gewicht576 g
IllustrationenXVIII, 262 p.
Artikel-Nr.10597189
Rubriken
GenreWirtschaft

Inhalt/Kritik

Inhaltsverzeichnis
1 Introduction.- 1.1 Introduction.- 1.2 Adaptive control and time-varying parameters.- 1.3 Time-varying parameters and the rational expectations hypothesis.- 1.4 The organization of the book.- 1.5 Suggestion for future research.- 1: Adaptive Control and Time-Varying Parameters.- 2 Kendrick´s (1981) Case.- 3 The Uncertain Parameter Mean Case.- 4 The Complete Uncertainty Case.- 5 Adaptive Control in the Presence of Time-Varying Parameters.- 6 The Nonconvexities Problem in Adaptive Control Models.- 2: Time-Varying Parameters and the Rational Expectations Hypotesis.- 7 The Rational Expectations Hypotesis in Linear Stationary Models: A New Formulation of Single-Equation Models.- 8 The State Space Representation of Single-Equation RE Models.- 9 The Identification Problem in Single-Equation RE Models.- 10 The Estimation Problem in Single-Equation RE Models.- References.- Name Index.mehr

Autor

Marco P. Tucci graduated in Economics at the University of Sienna, then he went to the University of Texas at Austin (USA) where he got his Ph. D. specializing in Control Theory, Econometrics and Empirical Macroeconomics. He is currently Associate Professor at the University of Sienna and a member of the Society of Computational Economics. He has published in the Journal of Computational Economics, Journal of Economic Dynamics and Control, Journal of Structural Changes and Economic Dynamics, Economic Notes and has contributed to books. He is referee for the above mentioned journals and for Macroeconomic Dynamics.
Weitere Artikel von
Tucci, M. P.