作者: Masanao Aoki

Optimization of Stochastic Systems is an outgrowth of class notes of a graduate level seminar on optimization of stochastic systems. Most of the material in the book was taught for the first time dur …

New Trends in Dynamic System Theory and Economics contains selected papers presented at a two-week seminar on New Trends in Dynamic System Theory and Economics held at the International Center for Me …

Dynamic Analysis of Open Economies focuses on the dynamic behavior of open economies in general, and dynamic interactions among several interconnected economies in particular. The emphasis is on the …

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This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm origin …

Optimization of Stochastic Systems …

In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. T …

In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has be …

model’s predictive capability? These are some of the questions that need to be answered in proposing any time series model construction method. This book addresses these questions in Part II. Briefly …