On the convergence of Bayesian posterior processes in linear economic models Counting equations and unknowns
Open Access
- 1 October 1991
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 15 (4) , 687-713
- https://doi.org/10.1016/0165-1889(91)90039-4
Abstract
No abstract availableAll Related Versions
This publication has 12 references indexed in Scilit:
- Convergence of least squares learning mechanisms in self-referential linear stochastic modelsPublished by Elsevier ,2004
- Optimal Control of an Unknown Linear Process with LearningInternational Economic Review, 1989
- Controlling a Stochastic Process with Unknown ParametersEconometrica, 1988
- An Example of Convergence to Rational Expectations with Heterogeneous BeliefsInternational Economic Review, 1987
- Rational Expectations Equilibria, Learning, and Model SpecificationEconometrica, 1986
- Rational expectations equilibrium: An alternative approachJournal of Economic Theory, 1984
- Price dispersion and incomplete learning in the long runJournal of Economic Dynamics and Control, 1984
- Strong Consistency of Least Squares Estimates in Dynamic ModelsThe Annals of Statistics, 1979
- A Bayesian Approach to the Production of Information and Learning by DoingThe Review of Economic Studies, 1977
- The Multi-Period Control Problem Under UncertaintyEconometrica, 1972