Convergence of least squares learning mechanisms in self-referential linear stochastic models

DOI10.1016/0022-0531(89)90032-XzbMath0672.90023WikidataQ54271664 ScholiaQ54271664MaRDI QIDQ1120451

Thomas J. Sargent, Albert Marcet

Publication date: 1989

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

learning; least squares; law of motion; linear stochastic models

Mathematics Subject Classification ID

91B62: Economic growth models

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