CONVERGENCE OF LEAST-SQUARES LEARNING-MECHANISMS IN SELF-REFERENTIAL LINEAR STOCHASTIC-MODELS

被引:387
作者
MARCET, A
SARGENT, TJ
机构
[1] STANFORD UNIV,HOOVER INST,STANFORD,CA 94305
[2] FED RESERVE BANK,MINNEAPOLIS,MN
关键词
D O I
10.1016/0022-0531(89)90032-X
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:337 / 368
页数:32
相关论文
共 29 条
[1]   SOME EXPERIMENTAL RESULTS ON STATISTICAL PROPERTIES OF LEAST-SQUARES ESTIMATES IN CONTROL PROBLEMS [J].
ANDERSON, TW ;
TAYLOR, JB .
ECONOMETRICA, 1976, 44 (06) :1289-1302
[2]  
AOKI M, 1974, ANN ECON SOC MEAS, V3, P95
[3]   LEARNING, ESTIMATION, AND THE STABILITY OF RATIONAL-EXPECTATIONS [J].
BRAY, M .
JOURNAL OF ECONOMIC THEORY, 1982, 26 (02) :318-339
[4]  
BRAY M, 1983, INDIVIDUAL FORECASTS
[5]   RATIONAL-EXPECTATIONS EQUILIBRIA, LEARNING, AND MODEL-SPECIFICATION [J].
BRAY, MM ;
SAVIN, NE .
ECONOMETRICA, 1986, 54 (05) :1129-1160
[6]  
BRAY MM, 1987, ARROW ASCENT MODERN, P597
[7]  
CAGAN P, 1956, STUDIES QUANTITY THE
[8]   RATIONAL EXPECTATIONS AND LEARNING FROM EXPERIENCE [J].
DECANIO, SJ .
QUARTERLY JOURNAL OF ECONOMICS, 1979, 93 (01) :47-57
[10]   LEARNING PROCEDURES AND CONVERGENCE TO RATIONALITY [J].
FOURGEAUD, C ;
GOURIEROUX, C ;
PRADEL, J .
ECONOMETRICA, 1986, 54 (04) :845-868