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  • Search: subject:"Stochastic regressors"
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Year of publication
Subject
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consistency 6 Adaptive learning 5 stochastic regressors 5 Stochastischer Prozess 4 adaptive learning 4 forecast feedback 4 linear regression with stochastic regressors 4 stochastic approximation 4 Estimation theory 2 Learning process 2 Lernprozess 2 Prognoseverfahren 2 Rational expectations 2 Rationale Erwartung 2 Regression 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Stochastic process 2 decreasing gain 2 least-squares 2 least-squares regression 2 linear regression 2 minimal sufficient condition 2 strong consistency 2 Agentenbasierte Modellierung 1 Bayesian data density 1 Kalman filter 1 Least-squares regression 1 Lernen 1 Methode der kleinsten Quadrate 1 Minimal sufficient condition 1 Rationales Verhalten 1 Stochastic regressors 1 Strong consistency 1 Theorie 1
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Online availability
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Free 10
Type of publication
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Book / Working Paper 10
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 6 Undetermined 4
Author
All
Christopeit, Norbert 9 Massmann, Michael 9 Phillips, Peter C.B. 1 Ploberger, Werner 1
Institution
All
Tinbergen Instituut 3 Cowles Foundation for Research in Economics, Yale University 1 Tinbergen Institute 1
Published in...
All
Tinbergen Institute Discussion Papers 4 Tinbergen Institute Discussion Paper 3 Discussion paper / Tinbergen Institute 2 Cowles Foundation Discussion Papers 1
Source
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RePEc 5 EconStor 3 ECONIS (ZBW) 2
Showing 1 - 10 of 10
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A Note on an Estimation Problem in Models with Adaptive Learning
Christopeit, Norbert; Massmann, Michael - 2013
This paper provides an example of a linear regression model with predetermined stochastic regressors for which the …
Persistent link: https://www.econbiz.de/10010326467
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Cover Image
A Note on an Estimation Problem in Models with Adaptive Learning
Christopeit, Norbert; Massmann, Michael - Tinbergen Instituut - 2013
This paper provides an example of a linear regression model with predetermined stochastic regressors for which the …
Persistent link: https://www.econbiz.de/10011255981
Saved in:
Cover Image
A note on an estimation problem in models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2013
Persistent link: https://www.econbiz.de/10010191220
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Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors
Christopeit, Norbert; Massmann, Michael - 2012
for predetermined stochastic regressors. The main result covers a class of models which falls outside the applicability of …
Persistent link: https://www.econbiz.de/10010326230
Saved in:
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Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors
Christopeit, Norbert; Massmann, Michael - Tinbergen Instituut - 2012
for predetermined stochastic regressors. The main result covers a class of models which falls outside the applicability of …
Persistent link: https://www.econbiz.de/10011256174
Saved in:
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Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert; Massmann, Michael - 2010
In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic approximation algorithms whose gain sequence is...
Persistent link: https://www.econbiz.de/10010325749
Saved in:
Cover Image
Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert; Massmann, Michael - Tinbergen Instituut - 2010
In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic approximation algorithms whose gain sequence is...
Persistent link: https://www.econbiz.de/10011256878
Saved in:
Cover Image
Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert; Massmann, Michael - Tinbergen Institute - 2010
In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic approximation algorithms whose gain sequence is...
Persistent link: https://www.econbiz.de/10008484069
Saved in:
Cover Image
Consistent estimation of structural parameters in regression models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2010
In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic approximation algorithms whose gain sequence is...
Persistent link: https://www.econbiz.de/10011381034
Saved in:
Cover Image
Posterior Odds Testing for a Unit Root with Data-Based Model Selection
Phillips, Peter C.B.; Ploberger, Werner - Cowles Foundation for Research in Economics, Yale University - 1992
models with stochastic regressors. The implied "Bayes model" has time varying parameters and conditionally heterogeneous …
Persistent link: https://www.econbiz.de/10005593185
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