Learning to Become Rational: The Case of Self-Referential Autoregressive and Non-Stationary Models (Lecture Notes in Economics and Mathematical Systems)
Learning to Become Rational: The Case of Self-Referential Autoregressive and Non-Stationary Models (Lecture Notes in Economics and Mathematical Systems)
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Book Description
This book is a study on the asymptotic behaviour of boundedly rational learning procedures in self-referential models. It reports important results of current research on this topic. These results, e.g., global convergence results for autoregressive and for non-stationary models, considerably extend the boundedly rational learning approach.
Learning to Become Rational: The Case of Self-Referential Autoregressive and Non-Stationary Models (Lecture Notes in Economics and Mathematical Systems),Markus Zenner,Springer,3540612793,Autoregression (Statistics),Business / Economics / Finance,Business/Economics,Economics - General,Economics, Mathematical,Mathematical Models In Economics,Mathematical models,Rational expectations (Economi,Rational expectations (Economic theory),Economic theory & philosophy,Mathematical modelling
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