Generalized Stochastic Gradient Learning
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Other versions of this item:
- George W. Evans & Seppo Honkapohja & Noah Williams, 2010. "Generalized Stochastic Gradient Learning," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(1), pages 237-262, February.
- George W. Evans & Seppo Honkapohja & Noah Williams, 2005. "Generalized Stochastic Gradient Learning," NBER Technical Working Papers 0317, National Bureau of Economic Research, Inc.
- George W. Evans & Seppo Honkapohja & Noah Williams, 2005. "Generalized Stochastic Gradient Learning," CESifo Working Paper Series 1576, CESifo Group Munich.
- George W. Evans & Seppo Honkapohja & Noah Williams, 2005. "Generalized Stochastic Gradient Learning," University of Oregon Economics Department Working Papers 2005-17, University of Oregon Economics Department, revised 18 May 2008.
References listed on IDEAS
- George W. Evans & Seppo Honkapohja, 2003.
"Expectations and the Stability Problem for Optimal Monetary Policies,"
Review of Economic Studies,
Oxford University Press, vol. 70(4), pages 807-824.
- Honkapohja, Seppo & Evans, George W., 2000. "Expectations and the stability problem for optimal monetary policies," Discussion Paper Series 1: Economic Studies 2000,10, Deutsche Bundesbank.
- Evans, George W. & Honkapohja, Seppo, 2001. "Expectations and the Stability Problem for Optimal Monetary Policies," CEPR Discussion Papers 2805, C.E.P.R. Discussion Papers.
- Honkapohja, S. & Evans, G.W., 2000. "Expectations and the Stability Problem for Optimal Monetary Policies," University of Helsinki, Department of Economics 481, Department of Economics.
- George W. Evans & Seppo Honkapohja, 2001. "Expectations and the Stability Problem for Optimal Monetary Policies," University of Oregon Economics Department Working Papers 2001-6, University of Oregon Economics Department, revised 03 Aug 2001.
- 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.
More about this item
Keywords
adaptive learning; E-stability; recursive least squares; robust estimation;JEL classification:
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2005-10-29 (All new papers)
- NEP-MAC-2005-10-29 (Macroeconomics)
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