Least mean squares learning in self-referential linear stochastic models

DOI10.1016/S0165-1765(97)00202-4MaRDI QIDQ1127420zbMATH OpenOpenAlexWikidataFDO

Authors Leonardo Landi, Emilio Barucci

Publication date 13 August 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(97)00202-4

zbMATH Keywords

least mean squares learningrational expectations equilibria

Mathematics Subject Classification ID

Decision theory (91B06) General equilibrium theory (91B50) Economic growth models (91B62) Memory and learning in psychology (91E40) Stochastic systems in control theory (general) (93E03)

Recommendations

• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Convergence of least squares learning in self-referential discontinuous stochastic models.
• A note on least-squares learning mechanism

Cites work

• Analysis of recursive stochastic algorithms
• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models

Cited in

(11)

• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Stochastic gradient learning in the cobweb model
• Speculative dynamics with bounded rationality learning
• Least squares learning with heterogeneous expectations
• On the initialization of adaptive learning in macroeconomic models
• The convergence of least squares learning in stochastic temporary equilibrium models
• Convergence of least squares learning in self-referential discontinuous stochastic models.
• A note on least-squares learning mechanism
• Learning in a misspecified multivariate self-referential linear stochastic model
• Adaptive learning with a unit root: an application to the current account
• Error learning behaviour and stability revisited

This page was built for publication: Least mean squares learning in self-referential linear stochastic models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1127420)