Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Year of publication: |
2010-08-23
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Authors: | Christopeit, Norbert ; Massmann, Michael |
Institutions: | Tinbergen Instituut |
Subject: | Adaptive learning | forecast feedback | stochastic approximation | linear regression with stochastic regressors | consistency |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 10-077/4 |
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, (2013)
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A Note on an Estimation Problem in Models with Adaptive Learning
Christopeit, Norbert, (2013)
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Christopeit, Norbert, (2012)
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