A time-varying model of rational learning
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Publication:1676751
DOI10.1016/0165-1765(90)90078-FzbMATH Open1375.91036OpenAlexW2045211221MaRDI QIDQ1676751FDOQ1676751
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
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Cites Work
- Some Estimators for a Linear Model with Random Coefficients
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- Analysis of recursive stochastic algorithms
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Rational Expectations Equilibria, Learning, and Model Specification
- A theoretical analysis of recursive identification methods
- Some identification and estimation results for regression models with stochastically varying coefficients
- Recursive parameter estimation of transfer function models
- Memory and market stability: the case of the cobweb
- Market Anticipations, Rational Expectations, and Bayesian Analysis
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- Strong convergence of least squares learning to rational expectations
Cited In (9)
- STATISTICAL LEARNING WITH TIME-VARYING PARAMETERS
- A fractional rate model of learning
- Time-varying parameters and nonconvergence to rational expectations under least squares learning
- Learning and Intertemporal Incentives
- Learning to become rational. The case of self-referential autoregressive and non-stationary models
- Learning Bayesian networks based on bi-velocity discrete particle swarm optimization with mutation operator
- Stochastic equilibrium: Learning by exponential smoothing
- Time-varying policy rule under learning
- Time-varying rational expectations models
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