Learning procedures and rational expectations in linear models with forecast feedback:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
1990
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 153 S. |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV002636211 | ||
| 003 | DE-604 | ||
| 005 | 20231026 | ||
| 007 | t | ||
| 008 | 900419s1990 gw m||| 00||| eng d | ||
| 035 | |a (OCoLC)246547025 | ||
| 035 | |a (DE-599)BVBBV002636211 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-12 |a DE-384 |a DE-473 |a DE-703 |a DE-355 |a DE-739 |a DE-83 |a DE-188 | ||
| 100 | 1 | |a Kottmann, Thomas |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Learning procedures and rational expectations in linear models with forecast feedback |c vorgelegt von Thomas Kottmann |
| 264 | 1 | |c 1990 | |
| 300 | |a 153 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |a Bonn, Univ., Diss., 1990 | ||
| 650 | 0 | 7 | |a Rationale Erwartung |0 (DE-588)4121553-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Prognose |0 (DE-588)4047390-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Lernen |0 (DE-588)4035408-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Lineares Modell |0 (DE-588)4134827-8 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Rationale Erwartung |0 (DE-588)4121553-9 |D s |
| 689 | 0 | 1 | |a Lineares Modell |0 (DE-588)4134827-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Lineares Modell |0 (DE-588)4134827-8 |D s |
| 689 | 1 | 1 | |a Lernen |0 (DE-588)4035408-8 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Rationale Erwartung |0 (DE-588)4121553-9 |D s |
| 689 | 2 | 1 | |a Prognose |0 (DE-588)4047390-9 |D s |
| 689 | 2 | 2 | |a Lineares Modell |0 (DE-588)4134827-8 |D s |
| 689 | 2 | |5 DE-604 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 940 | 1 | |q TUB-nveb | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-001691502 | ||
Record in the Search Index
| _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 |
| ctrlnum | (OCoLC)246547025 (DE-599)BVBBV002636211 |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01830nam a2200469 c 4500</leader><controlfield tag="001">BV002636211</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20231026 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">900419s1990 gw m||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)246547025</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV002636211</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kottmann, Thomas</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Learning procedures and rational expectations in linear models with forecast feedback</subfield><subfield code="c">vorgelegt von Thomas Kottmann</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">1990</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">153 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Bonn, Univ., Diss., 1990</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Rationale Erwartung</subfield><subfield code="0">(DE-588)4121553-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Lernen</subfield><subfield code="0">(DE-588)4035408-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Lineares Modell</subfield><subfield code="0">(DE-588)4134827-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Rationale Erwartung</subfield><subfield code="0">(DE-588)4121553-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Lineares Modell</subfield><subfield code="0">(DE-588)4134827-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Lineares Modell</subfield><subfield code="0">(DE-588)4134827-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Lernen</subfield><subfield code="0">(DE-588)4035408-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Rationale Erwartung</subfield><subfield code="0">(DE-588)4121553-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="2"><subfield code="a">Lineares Modell</subfield><subfield code="0">(DE-588)4134827-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">TUB-nveb</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-001691502</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| 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 |
| open_access_boolean | |
| owner | DE-12 DE-384 DE-473 DE-BY-UBG DE-703 DE-355 DE-BY-UBR DE-739 DE-83 DE-188 |
| owner_facet | DE-12 DE-384 DE-473 DE-BY-UBG DE-703 DE-355 DE-BY-UBR DE-739 DE-83 DE-188 |
| physical | 153 S. |
| psigel | TUB-nveb |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| record_format | marc |
| 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 |