Electronic Resource
Oxford, UK
:
Blackwell Publishing Ltd
Metroeconomica
18 (1966), S. 0
ISSN:
1467-999X
Source:
Blackwell Publishing Journal Backfiles 1879-2005
Topics:
Economics
Notes:
A derivation is presented of the variance-covariance matrix of endogenous variables in a linear dynamic system, given the variances and covariances of exogenous variables and disturbances. A general formulation of the stabilization problem for linear systems is proposed, using as a measure for stability a function variances and covariances of the endogenous variables.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1111/j.1467-999X.1966.tb00848.x
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