Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes

DOI10.2307/2951508zbMath0816.90030OpenAlexW2019282556MaRDI QIDQ4316535

Halbert White, Chung-Ming Kuan

Publication date: 11 December 1994

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ddec846e73e0ca6383fd82ccd7fb798db8a0a69b

zbMATH Keywords

stochastic approximationlatent variablesrational expectations equilibriumrecursive estimationrecurrent networksadaptive learning algorithms

Mathematics Subject Classification ID

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

Related Items (10)

Estimation and inference in adaptive learning models with slowly decreasing gains ⋮ Adaptive learning of rational expectations using neural networks ⋮ Restricted perception equilibria and rational expectation equilibrium ⋮ Properties of equilibrium asset prices under alternative learning schemes ⋮ On the convergence of reinforcement learning ⋮ Nonparametric adaptive learning with feedback ⋮ Stochastic gradient learning in the cobweb model ⋮ Speculative dynamics with bounded rationality learning ⋮ Convergence of learning algorithms without a projection facility ⋮ Unnamed Item

This page was built for publication: Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes