A note on least-squares learning mechanism

DOI10.1016/0165-1889(94)00828-6zbMATH Open0875.90117OpenAlexW2011888081MaRDI QIDQ673707FDOQ673707

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

Recommendations

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

zbMATH Keywords

Least-squares learning

Mathematics Subject Classification ID

Economic growth models (91B62)

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

This page was built for publication: A note on least-squares learning mechanism

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q673707)