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Dynamic Systems in Management Science

Design, Estimation and Control

  • Authors
  • Alexis Lazaridis

Table of contents

  1. Front Matter
    Pages i-xix
  2. Vectors and Matrices Eigenvalues and Eigenvectors Singular Value Decomposition, the Generalized Inverse A Multi-purpose Computer Program

    1. Front Matter
      Pages 1-1
    2. Back Matter
      Pages 27-49
  3. Specification and Estimation The Ordinary Least Squares Method Basic Assumptions — Tests Required Marginal Effects, Elasticities, Predictions, Confidence Intervals Recursive Residuals and Relevant Statistics Use of Dummy Variables

    1. Front Matter
      Pages 51-51
    2. Alexis Lazaridis
      Pages 82-101
    3. Back Matter
      Pages 102-117
  4. Remedies When Basic Assumptions are Violated Feasible Generalized Least Squares (FGLS) Estimators Extensions of Usual System Models Fixed Effects and Random Effects Models Models with Binary Dependent Variable Tests Required. Interpretation of the Results

    1. Front Matter
      Pages 119-119
    2. Alexis Lazaridis
      Pages 121-159
    3. Alexis Lazaridis
      Pages 160-194
    4. Back Matter
      Pages 195-201
  5. Time Series-Stationarity Vector Autoregressive (VAR) Models Co-Integration Analysis and Relevant Tests Singular Value Decomposition to Compute Co-Integration Vectors The Error Correction Models and Dynamic Simulation Models with Categorical Dependent Variable Count Models Survival Analysis Seemingly Unrelated Regression (SUR) Models

    1. Front Matter
      Pages 203-203
    2. Alexis Lazaridis
      Pages 205-251
    3. Back Matter
      Pages 273-284
  6. Simultaneous Equation Models Model Identification Estimation Methods Dynamic Systems Optimal Control Systems with Random Parameters Analytical Applications

    1. Front Matter
      Pages 285-285
    2. Alexis Lazaridis
      Pages 287-319
    3. Alexis Lazaridis
      Pages 320-335
    4. Back Matter
      Pages 367-381
  7. Back Matter
    Pages 382-399

About this book

Introduction

Dynamic Systems in Management Science explores the important gaps in the existing literature on operations research and management science by providing new and operational methods which are tested in practical environment and a variety of new applications.

Keywords

management modeling operations research optimal control service

Bibliographic information