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Learning in Economic Systems with Expectations Feedback
Recently economists have more and more focussed on scenarios in which agents' views of the world may be erroneous. These notes introduce the concept of perfect forecasting rules which provide best least-squares predictions along the evolution of an economic system. The framework for nonparametr...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Edición: | 1st ed. 2006. |
| Colección: | Lecture Notes in Economics and Mathematical Systems,
555 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Economic Systems With Expectations Feedback
- Adaptive Learning in Linear Models
- Economic Models Subject to Stationary Noise
- Nonparametric Adaptive Learning
- Stochastic Exchange Economies
- Heterogeneous Beliefs in a Financial Market.