System-Theoretic Methods in Economic Modelling I

Preface, S Mittnik. A two-step state space time series modeling method, M Aoki. System theoretic time series: an application to inventories and prices of California range cattle, A M Havenner & K R Criddle. Multivariate time series analysis with state space models, S Mittnik. Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system, A R Bergstrom. Time-varying linear regression via flexible least squares, R Kalaba & L Tesfatsion. Nonstationary time series identification, H-F Chen & L Guo. The coding theorem and ordinary least-squares models in economics, W D O'Neill. The information tableau of a linear allocation model, H Theil & C-F Chung. The prejudices of least squares, principal components and common factors schemes, C A Los. Identification of a linear system from inexact data: a three-variable example, C A Los. A superlinearly convergent constrained min-max algorithm for rival models of the same system, B Rustem. Cost-benefit analysis with switching regimes: an application of the theory of planning, E Sheshinski & M D Intriligator. An integrated system model for fishery management process--I. Model structure, E Tse & A Khilnani. A lattice-theoretic approach to a class of dynamic games, R Amir.