Strong convergence of least squares learning to rational expectations

DOI10.1016/0165-1765(87)90030-9zbMath1328.91192OpenAlexW2002604105MaRDI QIDQ899915

Dimitris Margaritis

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90030-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General equilibrium theory (91B50)

Related Items (2)

A time-varying model of rational learning ⋮ Heterogeneous distribution of information and convergence to rational expectations equilibrium in a partial equilibrium model

Cites Work

• Introduction to the stability of rational expectations equilibrium
• Learning, estimation, and the stability of rational expectations
• Learning Procedures and Convergence to Rationality
• Analysis of recursive stochastic algorithms

This page was built for publication: Strong convergence of least squares learning to rational expectations