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Linear Decision with Experimentation

In: Annals of Economic and Social Measurement, Volume 1, number 4

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  • Elizabeth Chase MacRae

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This chapter was published in:

  • Sanford V. Berg, editor, 1972. "Annals of Economic and Social Measurement, Volume 1, number 4," NBER Books, National Bureau of Economic Research, Inc, number aesm72-4, July.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 9446.

    Handle: RePEc:nbr:nberch:9446

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Elizabeth Chase MacRae, 1971. "Matrix derivatives with an application to the analysis of covariance structures," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) 20, Board of Governors of the Federal Reserve System (U.S.).
    2. Elizabeth Chase MacRae, 1972. "Optimal estimation and control: a structural approximation," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) 27, Board of Governors of the Federal Reserve System (U.S.).
    3. Charles C. Holt & Franco Modigliani & John F. Muth, 1956. "Derivation of a Linear Decision Rule for Production and Employment," Management Science, INFORMS, INFORMS, vol. 2(2), pages 159-177, January.
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    Cited by:
    1. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 27(4), pages 453-481, June.
    2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers, Utrecht School of Economics 08-20, Utrecht School of Economics.
    3. repec:dgr:uvatin:2012085 is not listed on IDEAS
    4. M.P. Tucci & D.A. Kendrick & H.M. Amman, 2011. "Expected optimal feedback with Time-Varying Parameters," Working Papers, Utrecht School of Economics 11-18, Utrecht School of Economics.
    5. Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007. "The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations," Department of Economics University of Siena, Department of Economics, University of Siena 507, Department of Economics, University of Siena.
    6. Marco Tucci, 2006. "Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 27(4), pages 533-558, June.
    7. Sweder van Wijnbergen & Tim Willems, 2013. "Optimal Learning on Climate Change: Why climate skeptics should reduce emissions," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford 111, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    8. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers, Utrecht School of Economics 12-09, Utrecht School of Economics.
    9. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(9-10), pages 1359-1377, August.
    10. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(1-2), pages 3-30, January.
    11. Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers, University of Oxford, Department of Economics 687, University of Oxford, Department of Economics.
    12. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(6), pages 1857-1894, June.
    13. Tucci, Marco P., 1997. "Adaptive control in the presence of time-varying parameters," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(1), pages 39-47, November.
    14. Tucci, Marco P., 2002. "A note on global optimization in adaptive control, econometrics and macroeconomics," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(9-10), pages 1739-1764, August.

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