Stochastic gradient learning in the cobweb model
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Cites work
- scientific article; zbMATH DE number 3875113 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
- Analysis of recursive stochastic algorithms
- CONVERGENCE OF ADAPTIVE LEARNING AND EXPECTATIONAL STABILITY: THE CASE OF MULTIPLE RATIONAL-EXPECTATIONS EQUILIBRIA
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Economic Dynamics with Learning: New Stability Results
- Least mean squares learning in self-referential linear stochastic models
- Rational Expectations Equilibria, Learning, and Model Specification
Cited in
(10)- A cobweb model with gradient adjustment mechanism: nonlinear dynamics and multistability
- Adaptive learning with a unit root: an application to the current account
- LEARNING IN COBWEB EXPERIMENTS
- Determinacy and stability under learning of rational expectations equilibria
- Fat tails arise endogenously from supply/demand, with or without jump processes
- On the initialization of adaptive learning in macroeconomic models
- Ways of learning in a simple economic setting: A comparison
- A stochastic cobweb dynamical model
- Error learning behaviour and stability revisited
- E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
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