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Least mean squares learning in self-referential linear stochastic models

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  • Barucci, Emilio
  • Landi, Leonardo
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    File URL: http://www.sciencedirect.com/science/article/B6V84-3T51RH8-B/2/76f9d80d14f9986bf2ee70bf8b055732
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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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    Handle: RePEc:eee:ecolet:v:57:y:1997:i:3:p:313-317

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    Web page: http://www.elsevier.com/locate/ecolet

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    References

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    1. DeCanio, Stephen J, 1979. "Rational Expectations and Learning from Experience," The Quarterly Journal of Economics, MIT Press, vol. 93(1), pages 47-57, February.
    2. Evans, George, 1985. "Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models," The Quarterly Journal of Economics, MIT Press, vol. 100(4), pages 1217-33, November.
    3. 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.
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    Cited by:
    1. Evans, G.W. & Honkapohja, S., 1998. "Stochastic Gradient Learning in the Cobweb Model," University of Helsinki, Department of Economics 438, Department of Economics.
    2. Berardi, Michele & Galimberti, Jaqueson K., 2014. "A note on the representative adaptive learning algorithm," Economics Letters, Elsevier, vol. 124(1), pages 104-107.
    3. Atanas Christev, 2006. "Learning Hyperinflations," Computing in Economics and Finance 2006 475, Society for Computational Economics.
    4. 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.
    5. Chryssi Giannitsarou, 2003. "Heterogeneous Learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 885-906, October.
    6. 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.
    7. Sergey Slobodyan & Atanas Christev, 2006. "On learnability of E–stable equilibria," Computing in Economics and Finance 2006 451, Society for Computational Economics.

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