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Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems. (2000). Pesaran, M ; Binder, Michael.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:24:y:2000:i:3:p:325-346.

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  1. Reducing the dimensionality of linear quadratic control problems. (2007). Balvers, Ronald ; Mitchell, Douglas W..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:1:p:141-159.

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  2. Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems. (2005). Balvers, Ronald ; Mitchell, Douglas W..
    In: Working Papers.
    RePEc:wvu:wpaper:05-10.

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  3. Stochastic control for economic models: past, present and the paths ahead. (2005). Kendrick, David.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:1-2:p:3-30.

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  4. Reducing the Dimensionality of Linear Quadratic Control Problems. (2001). Balvers, Ronald ; Mitchell, Douglas W..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010043.

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  5. Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration. (2000). Pesaran, M ; hsiao, cheng ; Binder, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_374.

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  6. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2000). Pesaran, M ; Binder, Michael ; Hsaio, C..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0003.

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References

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  57. Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems. (2000). Pesaran, M ; Binder, Michael.
    In: Journal of Economic Dynamics and Control.
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