Adaptive learning of rational expectations using neural networks

DOI10.1016/S0165-1889(99)00034-2zbMath0951.62093MaRDI QIDQ1978600

Maik Heinemann

Publication date: 4 June 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

neural networksadaptive learningnonlinear cobweb model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

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• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Multilayer feedforward networks are universal approximators
• Learning to become rational. The case of self-referential autoregressive and non-stationary models
• Learning Procedures and Convergence to Rationality
• Rational Expectations Equilibria, Learning, and Model Specification
• Analysis of recursive stochastic algorithms
• Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
• Artificial neural networks: an econometric perspective^∗
• Approximation by superpositions of a sigmoidal function

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