Stationarity of econometric learning with bounded memory and a predicted state variable

DOI10.1016/j.econlet.2015.03.011zbMath1378.62142OpenAlexW1975840883WikidataQ57933965 ScholiaQ57933965MaRDI QIDQ500550

Keqing Liu, Šarūnas Girdėnas, Tatiana Damjanovic

Publication date: 5 October 2015

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

Full work available at URL: http://dro.dur.ac.uk/15148/1/15148.pdf

zbMATH Keywords

stationaritybounded memoryeconometric learningrandom coefficient autoregressive process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Subsidies and Interacting Crop Market Dynamics

Cites Work

• Learning with bounded memory in stochastic models
• Convergence for difference equations with vanishing time-dependence, with applications to adaptive learning
• Perpetual learning and apparent long memory
• TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
• Stability in a Random Coefficient Model

This page was built for publication: Stationarity of econometric learning with bounded memory and a predicted state variable