Search Results - subject:"stochastic regressors"

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

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

A note on an estimation problem in models with adaptive learning

Christopeit, Norbert; Massmann, Michael - 2013

Persistent link: https://www.econbiz.de/10010191220

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

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

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