Speed of convergence of recursive least squares learning with ARMA perceptions

Document Type: Working paper

Date: 1992-05-01

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Citation: Learning and Rationality in Economics, 1995, ed. A. Kirman

Permanent link: http://hdl.handle.net/10230/20875

Author: Marcet, Albert ; Sargent, Thomas J.

Other authors: Universitat Pompeu Fabra. Departament d'Economia i Empresa

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• Economics and Business Working Papers Series: 1718