Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions

Thomas Sargent, Albert Marcet

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Original languageEnglish (US)
    Title of host publicationLearning and Rationality in Economics
    EditorsAlan Kirman, Mark Salmon
    PublisherBasil Blackwell
    StatePublished - 1995

    Cite this

    Sargent, T., & Marcet, A. (1995). Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions. In A. Kirman, & M. Salmon (Eds.), Learning and Rationality in Economics Basil Blackwell.

    Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions. / Sargent, Thomas; Marcet, Albert .

    Learning and Rationality in Economics. ed. / Alan Kirman; Mark Salmon. Basil Blackwell, 1995.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Sargent, T & Marcet, A 1995, Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions. in A Kirman & M Salmon (eds), Learning and Rationality in Economics. Basil Blackwell.
    Sargent T, Marcet A. Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions. In Kirman A, Salmon M, editors, Learning and Rationality in Economics. Basil Blackwell. 1995
    Sargent, Thomas ; Marcet, Albert . / Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions. Learning and Rationality in Economics. editor / Alan Kirman ; Mark Salmon. Basil Blackwell, 1995.
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    title = "Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions",
    author = "Thomas Sargent and Albert Marcet",
    year = "1995",
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    editor = "Kirman, {Alan } and Salmon, {Mark }",
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    M3 - Chapter (peer-reviewed)

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