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Generalized stochastic gradient learning
Evans, George W.; Honkapohja, Seppo; Williams, Noah - In: International economic review 51 (2010) 1, pp. 237-262
Persistent link: https://www.econbiz.de/10003948250
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Generalized stochastic gradient learning
Evans, George W.; Honkapohja, Seppo; Williams, Noah - 2005
Persistent link: https://www.econbiz.de/10003182341
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Generalized stochastic gradient learning
Evans, George W. (contributor);  … - 2005
We study the properties of generalized stochastic gradient (GSG) learning in forward-looking models. We examine how the conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which governs stability under least squares learning. SG...
Persistent link: https://www.econbiz.de/10003202895
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Generalized stochastic gradient learning
Evans, George W. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003161308
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A simple recursive forecasting model
Branch, William A.; Evans, George W. - In: Economics letters 91 (2006) 2, pp. 158-166
Persistent link: https://www.econbiz.de/10003327814
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Generalized Stochastic Gradient Learning
Evans, George W. - 2005
We study the properties of generalized stochastic gradient (GSG) learning in forward-looking models. We examine how the conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which governs stability under least squares learning. SG...
Persistent link: https://www.econbiz.de/10012466981
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Generalized Stochastic Gradient Learning
Evans, George W.; Honkapohja, Seppo; Williams, Noah - 2021
We study the properties of generalized stochastic gradient (GSG) learning in forward-looking models. We examine how the conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which governs stability under least squares learning. SG...
Persistent link: https://www.econbiz.de/10013318147
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Generalized Stochastic Gradient Learning
Evans, George W.; Honkapohja, Seppo; Williams, Noah - 2021
We study the properties of generalized stochastic gradient (GSG) learning in forward-looking models. We examine how the conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which governs stability under least squares learning. SG...
Persistent link: https://www.econbiz.de/10013227911
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Local convergence of recursive learning to steady states and cycles in stochastic nonlinear models
Evans, George W.; Honkapohja, Seppo - 1992
Persistent link: https://www.econbiz.de/10000137474
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Least squares learning with heterogeneous expectations
Evans, George W.; Honkapohja, Seppo - 1996
Persistent link: https://www.econbiz.de/10000936490