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Volumn 22, Issue 1, 1997, Pages 39-47

Adaptive control in the presence of time-varying parameters

Author keywords

Rational expectations; Stochastic control; Time varying parameters

Indexed keywords


EID: 0031280913     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00062-6     Document Type: Article
Times cited : (11)

References (14)
  • 3
    • 0001317255 scopus 로고
    • Solution and maximum likelihood estimation of dynamic rational expectations models
    • Fair, R.C., Taylor, J.B., 1983. Solution and maximum likelihood estimation of dynamic rational expectations models, Econometrica 51, 1169-1185.
    • (1983) Econometrica , vol.51 , pp. 1169-1185
    • Fair, R.C.1    Taylor, J.B.2
  • 4
    • 0010942106 scopus 로고
    • Formulating and estimating dynamic linear rational expectations models
    • Hansen, L.P., Sargent, T.J., 1980. Formulating and estimating dynamic linear rational expectations models, Journal of Economic Dynamics and Control 2, 7-46.
    • (1980) Journal of Economic Dynamics and Control , vol.2 , pp. 7-46
    • Hansen, L.P.1    Sargent, T.J.2
  • 5
    • 0001884278 scopus 로고
    • Estimation of regression models with time-varying parameters
    • Deistler, M., Furst, E., Schwodiauer, G., Eds. Physica Verlag, Wien
    • Harvey, A., Phillips, G.D.A., 1982. Estimation of regression models with time-varying parameters, in: Deistler, M., Furst, E., Schwodiauer, G., (Eds.), Games, Economic Dynamics and Time Series Analysis, Physica Verlag, Wien, pp. 306-321.
    • (1982) Games, Economic Dynamics and Time Series Analysis , pp. 306-321
    • Harvey, A.1    Phillips, G.D.A.2
  • 8
    • 0038174438 scopus 로고
    • After Keynesian macroeconomics
    • Spring
    • Lucas, R.E., Jr., Sargent, T.J., 1979. After Keynesian macroeconomics, Federal Reserve Bank of Minneapolis Quarterly Review, Spring, 16-29. Reprinted in: 1994, Miller, P.J., (Ed.), The Rational Expectations Revolution: Readings from the Front Line, MIT Press, Cambridge, MA, pp. 5-30.
    • (1979) Federal Reserve Bank of Minneapolis Quarterly Review , pp. 16-29
    • Lucas R.E., Jr.1    Sargent, T.J.2
  • 9
    • 0003775217 scopus 로고
    • MIT Press, Cambridge, MA
    • Lucas, R.E., Jr., Sargent, T.J., 1979. After Keynesian macroeconomics, Federal Reserve Bank of Minneapolis Quarterly Review, Spring, 16-29. Reprinted in: 1994, Miller, P.J., (Ed.), The Rational Expectations Revolution: Readings from the Front Line, MIT Press, Cambridge, MA, pp. 5-30.
    • (1994) The Rational Expectations Revolution: Readings from the Front Line , pp. 5-30
    • Miller, P.J.1
  • 11
    • 49149149577 scopus 로고
    • Linear prediction and estimation methods for regression models with stationary stochastic coefficients
    • Swamy, P.A.V.B., Tinsley, P., 1980. Linear prediction and estimation methods for regression models with stationary stochastic coefficients, Journal of Econometrics 12, 103-142.
    • (1980) Journal of Econometrics , vol.12 , pp. 103-142
    • Swamy, P.A.V.B.1    Tinsley, P.2
  • 12
    • 0010919955 scopus 로고
    • Center for Economic Research, University of Texas at Austin, Austin TX 78712
    • Tucci, M.P., 1989. Time-varying parameters in adaptive control, Center for Economic Research, University of Texas at Austin, Austin TX 78712.
    • (1989) Time-varying Parameters in Adaptive Control
    • Tucci, M.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.