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Asymptotic Properties of Some Projection-based Robins-Monro Procedures in a Hilbert Space

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Author Info
Xiaohong Chen
Halbert White

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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 92-46.

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Date of creation: Nov 1992
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Handle: RePEc:cdl:ucsdec:92-46

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References listed on IDEAS
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  1. Woodford, Michael, 1990. "Learning to Believe in Sunspots," Econometrica, Econometric Society, vol. 58(2), pages 277-307, March. [Downloadable!] (restricted)
    Other versions:
  2. Yin, G. & Zhu, Y. M., 1990. "On H-valued Robbins-Monro processes," Journal of Multivariate Analysis, Elsevier, vol. 34(1), pages 116-140, July. [Downloadable!] (restricted)
  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. [Downloadable!] (restricted)
  4. Spear, Stephen E, 1989. "Learning Rational Expectations under Computability Constraints," Econometrica, Econometric Society, vol. 57(4), pages 889-910, July. [Downloadable!] (restricted)
  5. Evans, George W & Honkapohja, Seppo, 1995. "Local Convergence of Recursive Learning to Steady States and Cycles in Stochastic Nonlinear Models," Econometrica, Econometric Society, vol. 63(1), pages 195-206, January. [Downloadable!] (restricted)
  6. Chung-Ming Kuan & Halbert White, 1992. "Artificial Neural Networks: An Econometric Perspective," University of California at San Diego, Economics Working Paper Series 92-11, Department of Economics, UC San Diego.
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  7. Pakes, Ariel & McGuire, Paul, 2001. "Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the 'Curse' of Dimensionality," Econometrica, Econometric Society, vol. 69(5), pages 1261-81, September.
  8. Kuan, Chung-Ming & White, Halbert, 1994. "Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes," Econometrica, Econometric Society, vol. 62(5), pages 1087-1114, September. [Downloadable!] (restricted)
  9. Nixdorf, Rainer, 1984. "An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space," Journal of Multivariate Analysis, Elsevier, vol. 15(2), pages 252-260, October. [Downloadable!] (restricted)
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