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A note on least-squares learning mechanism

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  • Chang, M. C.
  • Chu, C. Y. Cyrus
  • Lin, Kenneth S.

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  • Chang, M. C. & Chu, C. Y. Cyrus & Lin, Kenneth S., 1995. "A note on least-squares learning mechanism," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1293-1296.
  • Handle: RePEc:eee:dyncon:v:19:y:1995:i:5-7:p:1293-1296
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    References listed on IDEAS

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    1. Marcet, Albert & Sargent, Thomas J, 1989. "Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information," Journal of Political Economy, University of Chicago Press, vol. 97(6), pages 1306-1322, December.
    2. 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.
    3. Townsend, Robert M, 1983. "Forecasting the Forecasts of Others," Journal of Political Economy, University of Chicago Press, vol. 91(4), pages 546-588, August.
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    Cited by:

    1. Chang, M. C. & Chu, C. Y. Cyrus & Lin, Kenneth S., 2000. "Initial beliefs and the global stability of least squares learning," International Review of Economics & Finance, Elsevier, vol. 9(2), pages 123-137.

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