Arbeitspapier
Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors
Strong consistency of least squares estimators of the slope parameter in simple linear regression models is established for predetermined stochastic regressors. The main result covers a class of models which falls outside the applicability of what is presently available in the literature. An application to the identification of economic models with adaptive learning is discussed.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 12-109/III
- Klassifikation
-
Wirtschaft
Estimation: General
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
Expectations; Speculations
- Thema
-
linear regression
least-squares
consistency
stochastic regressors
adaptive learning
decreasing gain
Regression
Stochastischer Prozess
Prognoseverfahren
Methode der kleinsten Quadrate
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Christopeit, Norbert
Massmann, Michael
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2012
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Christopeit, Norbert
- Massmann, Michael
- Tinbergen Institute
Entstanden
- 2012
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