Stationarity of econometric learning with bounded memory and a predicted state variable

DOI10.1016/J.ECONLET.2015.03.011MaRDI QIDQ500550zbMATH OpenOpenAlexWikidataFDO

Authors Tatiana Damjanovic, Šarūnas Girdėnas, Keqing Liu

Publication date 5 October 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://dro.dur.ac.uk/15148/1/15148.pdf

zbMATH Keywords

bounded memoryeconometric learningrandom coefficient autoregressive processstationarity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Learning to become rational. The case of self-referential autoregressive and non-stationary models
• Rational Expectations Equilibrium with Econometric Models
• Learning with bounded memory in stochastic models
• Rational Expectations Equilibria, Learning, and Model Specification
• Exponentially fading memory learning in forward-looking economic models.

Cites work

• Convergence for difference equations with vanishing time-dependence, with applications to adaptive learning
• Learning with bounded memory in stochastic models
• Perpetual learning and apparent long memory
• Stability in a Random Coefficient Model
• TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS

Cited in

(1)

• Subsidies and interacting crop market dynamics

This page was built for publication: Stationarity of econometric learning with bounded memory and a predicted state variable

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q500550)