The convergence of least squares learning in stochastic temporary equilibrium models

B-Tier
Journal: Economic Theory
Year: 2002
Volume: 20
Issue: 4
Pages: 837-847

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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 Sargent, 1989), which were local analyses, the dynamics are studied from a global viewpoint, which allows one to obtain an almost sure convergence result without employing projection facilities.

Technical Details

RePEc Handle
repec:spr:joecth:v:20:y:2002:i:4:p:837-847
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25