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Optimal control of linear systems with time varying drift parameters : the Guassian case
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986515
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Weak convergence of nonlinear transformations of integrated processes : the multivariate case
Christopeit, Norbert - In: Econometric theory 25 (2009) 5, pp. 1180-1207
Persistent link: https://www.econbiz.de/10003885741
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On minimax estimation in linear regression models with ellipsoidal constraints
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000833559
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Asymptotic properties of least-squares estimators in semimartingale regression models
Christopeit, Norbert - 1985
Persistent link: https://www.econbiz.de/10000709862
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Strong consistency of least squares estimators in the monotone regression model with stochastic regressors
Christopeit, Norbert; Tosstorff, Günther - 1985
Persistent link: https://www.econbiz.de/10000709867
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A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947
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Minimax estimator for linear models with nonrandom disturbances
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986998
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On the approximation of random variables by stochastic integrals with respect to semimartingales
Christopeit, Norbert - 1994
Persistent link: https://www.econbiz.de/10000891108
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Estimating parameters of an extreme value distribution by the method of moments
Christopeit, Norbert - 1990
Persistent link: https://www.econbiz.de/10000347821
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Strong Consistency of the Least Squares Estimator in Regression Models with Adaptive Learning
Christopeit, Norbert - 2018
This paper looks at the strong consistency of the ordinary least squares (OLS) estimator in a stereotypical macroeconomic model with adaptive learning. It is a companion to Christopeit & Massmann (2017, Econometric Theory) which considers the estimator's convergence in distribution and its weak...
Persistent link: https://www.econbiz.de/10012919557