Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions

Thomas Sargent, Albert Marcet

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English (US)
Title of host publication	Learning and Rationality in Economics
Editors	Alan Kirman, Mark Salmon
Publisher	Basil Blackwell
State	Published - 1995

Cite this

@inbook{e189b038f9d64fdba60a067d0d50a5d9,

title = "Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions",

author = "Thomas Sargent and Albert Marcet",

year = "1995",

language = "English (US)",

editor = "Kirman, {Alan } and Salmon, {Mark }",

booktitle = "Learning and Rationality in Economics",

publisher = "Basil Blackwell",

}