macroeconomic model with adaptive learning. It is a companion to Christopeit & Massmann (2017, Econometric Theory) which considers … the estimator's convergence in distribution and its weak consistency in the same setting. Under constant gain learning … decreasing gain learning, the regressors in the model are asymptotically collinear. The paper examines, first, the issue of …

multiplex network who deal with coordination issues using social learning and payoff-driven dynamics. Agents form their … heterogeneous preference through learning on one layer and they play a pure coordination game on the other layer. People learn from …. We find that the presence of the social learning mechanism explains the rising and the endurance of a segregated society …

estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic …

parameters in a stylised macroeconomic model in which agents are boundedly rational and use an adaptive learning rule to form … expectations of the endogenous variable. In particular, when the learning recursion is subject to so-called decreasing gain …

multiplex network who deal with coordination issues using social learning and payoff-driven dynamics. Agents form their … heterogeneous preference through learning on one layer and they play a pure coordination game on the other layer. People learn from …. We find that the presence of the social learning mechanism explains the rising and the endurance of a segregated society …

Learning with bounded memory in stochastic frameworks is incomplete in the sense that the learning dynamics cannot …

-type econometric learning with bounded memory. We show that the aggregated price follows the random coefficient autoregressive process …

-type econometric learning with bounded memory. We show that the aggregated price follows the random coefficient autoregressive process …

-type econometric learning with bounded memory. We show that the aggregated price follows the random coefficient autoregressive process …