Learning to predict rationally when beliefs are heterogeneous
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Cites work
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- scientific article; zbMATH DE number 1031688 (Why is no real title available?)
- scientific article; zbMATH DE number 862970 (Why is no real title available?)
- scientific article; zbMATH DE number 858900 (Why is no real title available?)
- A Rational Route to Randomness
- A random fixed point theorem and the random graph transformation
- Counterexamples to general convergence of a commonly used recursive identification method
- EXPECTATIONS, FORECASTING, AND PERFECT FORESIGHT
- Endogenous Random Asset Prices in Overlapping Generations Economies
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Learning in economic systems with expectations feedback
- Learning in linear models with expectational leads
- Nonparametric adaptive learning with feedback
- On positive real transfer functions and the convergence of some recursive schemes
- On the concept of excitation in least squares identification and adaptive control†
- PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS
Cited in
(18)- Asset price-GDP cross feedback. The role of dividend policies in a dynamic setting
- Global convergence of adaptive learning in models of pure exchange
- Learnig rational expectations: The finite state case
- On the dynamics of asset prices and portfolios in a multiperiod CAPM
- Learning dynamics and nonlinear misspecification in an artificial financial market
- Learning in economic systems with expectations feedback
- The two-fund separation theorem revisited
- Mean-variance analysis and the modified market portfolio
- Learning in linear models with expectational leads
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
- Heterogeneous expectations and equilibria selection in an evolutionary overlapping generations model
- On non-ergodic asset prices
- Evolutionary portfolio selection with liquidity shocks
- A dynamical model for real economy and finance
- An analysis of the effect of noise in a heterogeneous agent financial market model
- Fundamentalists vs. chartists: learning and predictor choice dynamics
- On the performance of efficient portfolios
- Staggered updating in an artificial financial market
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