A time-varying model of rational learning
type: Item
instance of: scholarly article
title: A time-varying model of rational learning
zbMATH Open document ID: 1375.91036
DOI: 10.1016/0165-1765(90)90078-F
author: Dimitris Margaritis
published in: Economics Letters
publication date: 2017-11-09T00:00:00Z
Mathematics Subject Classification ID: 91A26
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 6805014
MaRDI profile type: Publication
cites work: Rational Expectations Equilibria, Learning, and Model Specification
cites work: Q3943865
cites work: Some Estimators for a Linear Model with Random Coefficients
cites work: Memory and market stability: the case of the cobweb
cites work: Analysis of recursive stochastic algorithms
cites work: Convergence of least squares learning mechanisms in self-referential linear stochastic models
cites work: Strong convergence of least squares learning to rational expectations
cites work: Some identification and estimation results for regression models with stochastically varying coefficients
cites work: Recursive parameter estimation of transfer function models
cites work: A theoretical analysis of recursive identification methods
cites work: Q5639250
cites work: Market Anticipations, Rational Expectations, and Bayesian Analysis
full work available at URL: 0165-1765(90)90078-f
OpenAlex ID: W2045211221
Recommended article: Time-varying rational expectations models
Recommended article: Time-varying policy rule under learning
Recommended article: A dynamic model of a boundedly rational consumer with a simple least squared learning mechanism
Recommended article: Rational Expectations Equilibria, Learning, and Model Specification
Recommended article: Dynamic Quantile Models of Rational Behavior
Recommended article: Speculative dynamics with bounded rationality learning
Recommended article: Learning and Intertemporal Incentives
Recommended article: Learning dynamics on different timescales
Recommended article: Time inconsistency and learning in bargaining games
description: scientific article; zbMATH DE number 6805014