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...

We consider a varying coefficient regression model for sparse functional data, with time varying response variable depending linearly on some time independent covariates with coefficients as functions of time dependent covariates. Based on spline smoothing, we propose data driven simultaneous...

A problem of analyzing functions in statistics is a very recent phenomenon that has been extensively investigated. The functionality in observed data, that is, when data are generated through a process naturally described as functional, occurs in many areas of sciences. For example, time series...

This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data when selection is endogenous. Our approach relies on independence between covariates and selection conditionally on potential outcomes. Endogeneity of regressors is also allowed...