Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Control and aggregation (II)

  • Han, Sung-Shin (Assistant Professor, Department of Economics, Yonsei University)
  • Published : 1980.06.01
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Abstract

In the last paper, we have discussed the cannonical representatin of a dynamic linear model, on which some aggregation schemes were devised. The relationships of those aggregation schemes with dynamic properties were investigated. This paper tries to analyse she control strategy for the aggregated linear dynamic model and to investigate the dynamic properties of disaggregative model controlled by aggregated model. For the logical consistency with the last paper, all the sections and all the equations are numbered in a sequence.

Keywords

References

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