Convergence of least squares learning mechanisms in self-referential linear stochastic models

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DOI10.1016/0022-0531(89)90032-XzbMath0672.90023OpenAlexW2003830355WikidataQ54271664 ScholiaQ54271664MaRDI QIDQ1120451

Albert Marcet, Thomas J. Sargent

Publication date: 1989

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(89)90032-x

zbMATH Keywords

learning least squares law of motion linear stochastic models

Mathematics Subject Classification ID

Economic growth models (91B62)

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