Рассмотрена история развития теории автоматического управления в Институте проблем управления с момента его создания по настоящее время. Упоминаются...

We show how optimal Hankel-norm approximations of dynamical systems allow for a straightforward interpretation in terms of system trajectories. It is shown that for discrete time single-input systems optimal reductions are obtained by cutting 'balanced trajectories', i.e., by disconnecting the...

In this paper we present finite T mean and variance correction factors and corresponding response surface regressions for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and Breitung (2005). For the single equation tests we consider up...

In this paper I present a procedure to approximate the asymptotic distributions of systems cointegration tests with a prior adjustment for deterministic terms suggested by Lütkepohl, Saikkonen & Trenkler (2004), Saikkonen & Lütkepohl (2000a, 2000b, 2000c), and Saikkonen & Luukkonen (1997). The...

In this paper, the main idea is to compute the robust regression model, derived by experimentation, in order to achieve a model with minimum effects of outliers and fixed variation among different experimental runs. Both outliers and nonequality of residual variation can affect the response...

This paper proposes a class of partial cointegrated models allowing for structural breaks in the deterministic terms. Moving-average representations of the models are given. It is then shown that, under the assumption of martingale difference innovations, the limit distributions of partial...

The empirical economic growth literature is criticized for its lack ofrobustness. For different definitions of robustness, conclusions vary from 'almost everycorrelation is fragile' to 'a substantial number of explanatory variables are robust.' Were-analyze the empirical results of the economic...