Learning procedures and rational expectations in linear models with forecast feedback:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
1990
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 153 S. |
Internformat
MARC
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| 245 | 1 | 0 | |a Learning procedures and rational expectations in linear models with forecast feedback |c vorgelegt von Thomas Kottmann |
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Datensatz im Suchindex
| _version_ | 1804117016761597952 |
|---|---|
| adam_text | Contents
1 Introduction 7
Part I: Models without lagged endogenous variables
2 Single equation linear modeis with forecast feedback
and OLS learning: spedfication and examples 18
3 Convergence results for recursive algorithms 28
4 Convergence of OLS learning 39
5 Rationality of OLS limit expectations 49
6 Discussion of the convergence results; modeis with
autoregressive exogenous processes 57
7 Adaptive learning procedures and rates of convergence 68
8 The external estimation problem 86
9 Simultaneous equations linear modeis with forecast
feedback 91
Part II: Models including lagged endogenous variables
10 Optimal expectations 109
11 A learning procedure towards optimal expectations 126
12 Optimal expectations and learning in modeis with
several expectations 139
List of Assumptions 149
References 150
|
| any_adam_object | 1 |
| author | Kottmann, Thomas |
| author_facet | Kottmann, Thomas |
| author_role | aut |
| author_sort | Kottmann, Thomas |
| author_variant | t k tk |
| building | Verbundindex |
| bvnumber | BV002636211 |
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| format | Thesis Book |
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| id | DE-604.BV002636211 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:47:42Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001691502 |
| oclc_num | 246547025 |
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| physical | 153 S. |
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| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
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| spelling | Kottmann, Thomas Verfasser aut Learning procedures and rational expectations in linear models with forecast feedback vorgelegt von Thomas Kottmann 1990 153 S. txt rdacontent n rdamedia nc rdacarrier Bonn, Univ., Diss., 1990 Rationale Erwartung (DE-588)4121553-9 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf Lernen (DE-588)4035408-8 gnd rswk-swf Lineares Modell (DE-588)4134827-8 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Rationale Erwartung (DE-588)4121553-9 s Lineares Modell (DE-588)4134827-8 s DE-604 Lernen (DE-588)4035408-8 s Prognose (DE-588)4047390-9 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001691502&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kottmann, Thomas Learning procedures and rational expectations in linear models with forecast feedback Rationale Erwartung (DE-588)4121553-9 gnd Prognose (DE-588)4047390-9 gnd Lernen (DE-588)4035408-8 gnd Lineares Modell (DE-588)4134827-8 gnd |
| subject_GND | (DE-588)4121553-9 (DE-588)4047390-9 (DE-588)4035408-8 (DE-588)4134827-8 (DE-588)4113937-9 |
| title | Learning procedures and rational expectations in linear models with forecast feedback |
| title_auth | Learning procedures and rational expectations in linear models with forecast feedback |
| title_exact_search | Learning procedures and rational expectations in linear models with forecast feedback |
| title_full | Learning procedures and rational expectations in linear models with forecast feedback vorgelegt von Thomas Kottmann |
| title_fullStr | Learning procedures and rational expectations in linear models with forecast feedback vorgelegt von Thomas Kottmann |
| title_full_unstemmed | Learning procedures and rational expectations in linear models with forecast feedback vorgelegt von Thomas Kottmann |
| title_short | Learning procedures and rational expectations in linear models with forecast feedback |
| title_sort | learning procedures and rational expectations in linear models with forecast feedback |
| topic | Rationale Erwartung (DE-588)4121553-9 gnd Prognose (DE-588)4047390-9 gnd Lernen (DE-588)4035408-8 gnd Lineares Modell (DE-588)4134827-8 gnd |
| topic_facet | Rationale Erwartung Prognose Lernen Lineares Modell Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001691502&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT kottmannthomas learningproceduresandrationalexpectationsinlinearmodelswithforecastfeedback |