A time-varying model of rational learning

DOI10.1016/0165-1765(90)90078-FMaRDI QIDQ1676751zbMATH OpenOpenAlexFDO

Authors Dimitris Margaritis

Publication date 9 November 2017

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(90)90078-f

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Rationality and learning in game theory (91A26)

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Cites work

• scientific article; zbMATH DE number 3761259 (Why is no real title available?)
• scientific article; zbMATH DE number 3366404 (Why is no real title available?)
• A theoretical analysis of recursive identification methods
• Analysis of recursive stochastic algorithms
• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Market Anticipations, Rational Expectations, and Bayesian Analysis
• Memory and market stability: the case of the cobweb
• Rational Expectations Equilibria, Learning, and Model Specification
• Recursive parameter estimation of transfer function models
• Some Estimators for a Linear Model with Random Coefficients
• Some identification and estimation results for regression models with stochastically varying coefficients
• Strong convergence of least squares learning to rational expectations

Cited in

(12)

• Time-varying rational expectations models
• Learning Bayesian networks based on bi-velocity discrete particle swarm optimization with mutation operator
• When are adaptive expectations rational? A generalization
• Learning and Intertemporal Incentives
• Learning to become rational. The case of self-referential autoregressive and non-stationary models
• STATISTICAL LEARNING WITH TIME-VARYING PARAMETERS
• Time-varying parameters and nonconvergence to rational expectations under least squares learning
• Rational Expectations Equilibria, Learning, and Model Specification
• Stochastic equilibrium: Learning by exponential smoothing
• A fractional rate model of learning
• Learning, hypothesis testing, and rational-expectations equilibrium
• Time-varying policy rule under learning

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