Convergence of least squares learning mechanisms in self-referential linear stochastic models
type: Item
instance of: scholarly article
title: Convergence of least squares learning mechanisms in self-referential linear stochastic models
zbMATH Open document ID: 0672.90023
DOI: 10.1016/0022-0531(89)90032-X
author: Albert Marcet
author: Thomas J. Sargent
published in: Journal of Economic Theory
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 4100893
zbMATH Keywords: learning
zbMATH Keywords: linear stochastic models
zbMATH Keywords: law of motion
zbMATH Keywords: least squares
Wikidata QID: Q54271664
MaRDI profile type: Publication
cites work: Learning, estimation, and the stability of rational expectations
cites work: Introduction to the stability of rational expectations equilibrium
cites work: Rational Expectations Equilibria, Learning, and Model Specification
cites work: Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models
cites work: Learning Procedures and Convergence to Rationality
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: Stochastic approximation methods for constrained and unconstrained systems
cites work: The Present-Value Relation: Tests Based on Implied Variance Bounds
cites work: Q3342413
cites work: Analysis of recursive stochastic algorithms
cites work: Investment Under Uncertainty
cites work: On the Statistical Treatment of Linear Stochastic Difference Equations
cites work: Q4200184
cites work: A Stochastic Approximation Method
cites work: Q3916328
cites work: Learning to Believe in Sunspots
full work available at URL: 0022-0531(89)90032-x
OpenAlex ID: W2003830355
description: scientific article; zbMATH DE number 4100893