Convergence of least squares learning mechanisms in self-referential linear stochastic models

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

A Stochastic Approximation Method

1951 • 8,888 citations

Theory and Practice of Recursive Identification

1983 • 4,095 citations

Adaptive filtering prediction and control

1984 • 3,449 citations

The monetary dynamics of hyperinflation

1956 • 1,603 citations

Stochastic Approximation Methods for Constrained and Unconstrained Systems

1978 • 1,483 citations

Analysis of recursive stochastic algorithms

1977 • 1,471 citations

The Present-Value Relation: Tests Based on Implied Variance Bounds

1981 • 1,402 citations

Applied Linear Algebra

1969 • 1,366 citations

Investment Under Uncertainty

1971 • 925 citations

Studies in the Quantity Theory of Money.

1957 • 865 citations

On the Statistical Treatment of Linear Stochastic Difference Equations

1943 • 782 citations

Learning, estimation, and the stability of rational expectations

1982 • 511 citations

Rational Expectations and the Dynamics of Hyperinflation

1973 • 432 citations

Rational Expectations Equilibria, Learning, and Model Specification

1986 • 379 citations

Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information

1989 • 363 citations

Learning to Believe in Sunspots

1990 • 283 citations

Arrow and the Ascent of Modern Economic Theory

1987 • 252 citations

Rational Expectations and Learning from Experience

1979 • 232 citations

Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models

1985 • 199 citations

Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium

1982 • 187 citations

Rational Learning and Rational Expectations

1987 • 177 citations

Applied Linear Algebra

2007 • 166 citations

Learning Procedures and Convergence to Rationality

1986 • 128 citations

Individual Forecasting and Aggregate Outcomes: `Rational Expectations' Examined.

1984 • 107 citations

Linear rational expectations models: A user's guide

1985 • 107 citations

Some Experimental Results on the Statistical Properties of Least Squares Estimates in Control Problems

1976 • 63 citations

Convergence to rational expectations equilibrium

1984 • 58 citations

The stability of rational expectations in macroeconomic models

1984 • 42 citations

On Some Price Adjustment Schemes

1974 • 11 citations

Deleted Work

1955 • 0 citations