Similar Search Results - EconBiz

Escape dynamics in learning models

Williams, Noah - In: The review of economic studies : RES 86 (2019) 2, pp. 882-912

Persistent link: https://www.econbiz.de/10012109390

Learning and equilibrium transitions : stochastic stability in discounted stochastic fictitious play

Williams, Noah - In: Journal of economic dynamics & control 145 (2022), pp. 1- 23

Persistent link: https://www.econbiz.de/10013543262

Generalized Stochastic Gradient Learning

Evans, George W.; Honkapohja, Seppo; Williams, Noah - 2021

We study the properties of generalized stochastic gradient (GSG) learning in forward-looking models. We examine how the conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which governs stability under least squares learning. SG...

Persistent link: https://www.econbiz.de/10013227911

Optimal monetary policy under uncertainty in DSGE models : a Markov jump-linear-quadratic approach

Svensson, Lars E. O.; Williams, Noah - In: Monetary policy under uncertainty and learning : …, (pp. 77-114). 2009

Persistent link: https://www.econbiz.de/10008860544

Generalized stochastic gradient learning

Evans, George W. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003161308

Optimal monetary policy under uncertainty : a Markov jump-linear-quadratic approach

Svensson, Lars E. O.; Williams, Noah - In: Review / Federal Reserve Bank of St. Louis 90 (2008) 4, pp. 275-305

Persistent link: https://www.econbiz.de/10003764387

Optimal monetary policy under uncertainty in DSGE models : a Markov jump-linear-quadratic approach

Svensson, Lars E. O.; Williams, Noah - 2008

Persistent link: https://www.econbiz.de/10003831149

Generalized stochastic gradient learning

Evans, George W. (contributor); … - 2005

We study the properties of generalized stochastic gradient (GSG) learning in forward-looking models. We examine how the conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which governs stability under least squares learning. SG...

Persistent link: https://www.econbiz.de/10003202895

Generalized stochastic gradient learning

Evans, George W.; Honkapohja, Seppo; Williams, Noah - 2005

Persistent link: https://www.econbiz.de/10003182341

Generalized stochastic gradient learning

Evans, George W.; Honkapohja, Seppo; Williams, Noah - In: International economic review 51 (2010) 1, pp. 237-262

Persistent link: https://www.econbiz.de/10003948250

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