The convergence of least squares learning in stochastic temporary equilibrium models

The convergence of least squares learning in stochastic temporary equilibrium models

This paper provides conditions for the almost sure convergence of the least squares learning rule in a stochastic temporary equilibrium model, where regressions are performed on the past values of the endogenous state variable. In contrast to earlier studies, (Evans and Honkapohja, 1998; Marcent and...

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書目詳細資料
主要作者:	CHATTERJI, Shurojit
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2002
主題:	least squares learning almost sure convergence Economic Theory
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1882
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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