A note on least-squares learning mechanism

DOI10.1016/0165-1889(94)00828-6MaRDI QIDQ673707zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 28 February 1997

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(94)00828-6

zbMATH Keywords

Least-squares learning

Mathematics Subject Classification ID

Economic growth models (91B62)

Recommendations

• The convergence of least squares learning in stochastic temporary equilibrium models
• Least mean squares learning in self-referential linear stochastic models
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• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Convergence of least squares learning in self-referential discontinuous stochastic models.

Cites work

• Analysis of recursive stochastic algorithms
• Convergence of least squares learning mechanisms in self-referential linear stochastic models

Cited in

(3)

• Comment on 'Modified least squares algorithm incorporating exponential resetting and forgetting
• The convergence of least squares learning in stochastic temporary equilibrium models
• Least squares learning with heterogeneous expectations

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