Least mean squares learning in self-referential linear stochastic models

DOI10.1016/S0165-1765(97)00202-4zbMath0904.90026OpenAlexW2054613822WikidataQ126644474 ScholiaQ126644474MaRDI QIDQ1127420

Leonardo Landi, Emilio Basrucci

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00202-4

zbMATH Keywords

rational expectations equilibrialeast mean squares learning

Mathematics Subject Classification ID

Decision theory (91B06) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03) General equilibrium theory (91B50) Memory and learning in psychology (91E40)

Related Items (5)

Adaptive learning with a unit root: an application to the current account ⋮ On the initialization of adaptive learning in macroeconomic models ⋮ Error learning behaviour and stability revisited ⋮ Stochastic gradient learning in the cobweb model ⋮ Speculative dynamics with bounded rationality learning

Cites Work

• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models
• Analysis of recursive stochastic algorithms

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