Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Year of publication: |
2010
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Authors: | Christopeit, Norbert ; Massmann, Michael |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Lernen | Rationales Verhalten | Prognoseverfahren | Regression | Stochastischer Prozess | Agentenbasierte Modellierung | Theorie | Adaptive learning | forecast feedback | stochastic approximation | linear regression with stochastic regressors | consistency |
Series: | Tinbergen Institute Discussion Paper ; 10-077/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 839496583 [GVK] hdl:10419/86764 [Handle] RePEc:dgr:uvatin:20100077 [RePEc] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; D83 - Search, Learning, Information and Knowledge ; D84 - Expectations; Speculations |
Source: |
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Consistent estimation of structural parameters in regression models with adaptive learning
Christopeit, Norbert, (2010)
-
Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert, (2010)
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Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert, (2010)
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Estimating Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert, (2015)
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Christopeit, Norbert, (2012)
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A Note on an Estimation Problem in Models with Adaptive Learning
Christopeit, Norbert, (2013)
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