Least mean squares learning in self-referential linear stochastic models
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Bibliographic Info
Article provided by Elsevier in its journal Economics Letters.
Volume (Year): 57 (1997)
Issue (Month): 3 (December)
Pages: 313-317
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Web page: http://www.elsevier.com/locate/ecolet
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Keywords:References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Marcet, Albert & Sargent, Thomas J., 1989. "Convergence of least squares learning mechanisms in self-referential linear stochastic models," Journal of Economic Theory, Elsevier, vol. 48(2), pages 337-368, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Colucci, Domenico & Valori, Vincenzo, 2005.
"Error learning behaviour and stability revisited,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 29(3), pages 371-388, March.
- Domenico Colucci & V. Valori, 2001. "Error learning behaviour and stability revisited," CeNDEF Workshop Papers, January 2001 1A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Atanas Christev, 2007.
"Learning Hyperinflations,"
Money Macro and Finance (MMF) Research Group Conference 2006
126, Money Macro and Finance Research Group.
- Atanas Christev, 2006. "Learning Hyperinflations," Computing in Economics and Finance 2006 475, Society for Computational Economics.
- Davies, Ronald B. & Shea, Paul, 2010.
"Adaptive learning with a unit root: An application to the current account,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 34(2), pages 179-190, February.
- Ronald B. Davies & Paul Shea, 2003. "Adaptive Learning with a Unit Root: An Application to the Current Account," University of Oregon Economics Department Working Papers 2006-15, University of Oregon Economics Department, revised 10 Jun 2003.
- Michele Berardi & Jaqueson K. Galimberti, 2012. "On the plausibility of adaptive learning in macroeconomics: A puzzling conflict in the choice of the representative algorithm," Centre for Growth and Business Cycle Research Discussion Paper Series 177, Economics, The Univeristy of Manchester.
- Chryssi Giannitsarou, 2003. "Heterogeneous Learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 885-906, October.
- Sergey Slobodyan & Atanas Christev, 2006. "On learnability of E–stable equilibria," Computing in Economics and Finance 2006 451, Society for Computational Economics.
- Evans, George W. & Honkapohja, S., 1998.
"Stochastic gradient learning in the cobweb model,"
Economics Letters,
Elsevier, vol. 61(3), pages 333-337, December.
- Evans, G.W. & Honkapohja, S., 1998. "Stochastic Gradient Learning in the Cobweb Model," University of Helsinki, Department of Economics 438, Department of Economics.
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