Click Here to Download: https://ouo.io/4bkp2f System-Theoretic Methods in Economic Modelling II By: S. Mittnik Publisher: Pergamon Print ISBN: 9780080379326, 008037932X eText ISBN: 9781483296234, 1483296237 Copyright year: 1989 Format: PDF Available from $ 72.95 USD SKU 9781483296234 System-Theoretic Methods in Economic Modelling II complements the editor's earlier volume, bringing together current research efforts integrating system-theoretic concepts with economic modelling processes. The range of papers presented here goes beyond the long-accepted control-theoretic contributions in dynamic optimization and focuses on system-theoretic methods in the construction as well as the application stages of economic modelling. This volume initiates new and intensifies existing debate between researchers and practitioners within and across the disciplines involved, with the objective of encouraging interdisciplinary research. The papers are split into four sections - estimation, filtering and smoothing problems in the context of state space modelling; applying the state space concept to financial modelling; modelling rational expectation; and a miscellaneous section including a follow-up case study by Tse and Khilnani on their integrated system model for a fishery management process, which featured in the first volume.
