Narrow search
Showing 1 - 10 of 15
Cover Image
Impacts of priors on convergence and escapes from nash inflation
Sargent, Thomas J.; Williams, Noah - 2003
Persistent link: https://www.econbiz.de/10001820017
Cover Image
Robustness and pricing with uncertain growth
Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404
Persistent link: https://www.econbiz.de/10001688775
Cover Image
Discussion of "Robustness and pricing with uncertain growth"
Maenhout, Pascal J. - In: The review of financial studies 15 (2002) 2, pp. 405-411
Persistent link: https://www.econbiz.de/10001688782
Cover Image
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
Cover Image
Bayesian model averaging, learning, and model selection
Evans, George W.; Honkapohja, Seppo; Sargent, Thomas J.; … - In: Macroeconomics at the service of public policy, (pp. 99-119). 2013
Persistent link: https://www.econbiz.de/10009723589
Cover Image
Bayesian model averaging learning and model selection
Evans, George W.; Honkapohja, Seppo; Sargent, Thomas J.; … - 2012
Persistent link: https://www.econbiz.de/10009573480
Cover Image
Bayesian model averaging, learning and model selection
Evans, George W.; Honkapohja, Seppo; Sargent, Thomas J.; … - 2012
Persistent link: https://www.econbiz.de/10009526647
Cover Image
Generalized stochastic gradient learning
Evans, George W. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003161308
Cover Image
Impacts of priors on convergence and escapes from Nash inflation
Sargent, Thomas J.; Williams, Noah - In: Review of economic dynamics 8 (2005) 2, pp. 360-391
Persistent link: https://www.econbiz.de/10003080336
Cover Image
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