5 research outputs found
An econometric approach to robust identification for models of inverse dynamic problem
A new computational approach to identification for models of inverse dynamic problem has been proposed. It is based on robust econometric difference and integral identification algorithms. Their approbation is made on real statistical data for n-industrial open macroeconomic system. All models and sub-models have been tested for adequacy and correspondence with reality.identification; inverse dynamic problem, robust estimation
A game-theoretical Specification of static Optimization Problems for the first-order Lag Models of macroeconomic Dynamics
A transition problem from the models of macroeconomic dynamics in the form of lag element of the
first order to the eventual number of models of static optimization is studied. As a dynamic model the
model of investment development (type Solow) is considered, and as static is model of the optimum
distributing of foreign investments in the two-of particular a branch open macroeconomic system. The
main instrument of specification and authentication of static optimization models is the vehicle of static
game theory and mathematical programming
A game-theoretical Specification of static Optimization Problems for the first-order Lag Models of macroeconomic Dynamics
A transition problem from the models of macroeconomic dynamics in the form of lag element of the
first order to the eventual number of models of static optimization is studied. As a dynamic model the
model of investment development (type Solow) is considered, and as static is model of the optimum
distributing of foreign investments in the two-of particular a branch open macroeconomic system. The
main instrument of specification and authentication of static optimization models is the vehicle of static
game theory and mathematical programming
An econometric approach to robust identification for models of inverse dynamic problem
A new computational approach to identification for models of inverse dynamic problem has been proposed. It is based on robust econometric difference and integral identification
algorithms. Their approbation is made on real statistical data for n-industrial open macroeconomic system. All models and sub-models have been tested for adequacy and
correspondence with reality
An econometric approach to robust identification for models of inverse dynamic problem
A new computational approach to identification for models of inverse dynamic problem has been proposed. It is based on robust econometric difference and integral identification
algorithms. Their approbation is made on real statistical data for n-industrial open macroeconomic system. All models and sub-models have been tested for adequacy and
correspondence with reality