Least mean squares learning in self-referential linear stochastic models-Reference-Cited by-同舟云学术

Least mean squares learning in self-referential linear stochastic models

Published:1997-12 Issue:3 Volume:57 Page:313-317
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Barucci Emilio,Landi Leonardo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference6 articles.

1. Rational expectations and learning from experience;De Canio;Quarterly Journal of Economics,1979

2. Expectations stability and the multiple equilibria problem in Rational Expectations models;Evans;Quarterly Journal of Economics,1985

3. Evans, G.W., Honkapohja, S., 1995. Adaptive learning and expectational stability: an introduction. In: Kirman, A., Salmon, M. (Eds.), Learning and Rationality in Economics. Blackwell, Oxford, pp. 102–126.

4. Analysis of recursive stochastic algorithms;Ljung;IEEE Transactions on Automatic Control,1977

5. Convergence of Least Squares learning mechanisms in self-referential linear stochastic models;Marcet;Journal of Economic Theory,1989

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