ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING

DOI10.1017/S0266466616000529zbMath1441.62651OpenAlexW3122425967MaRDI QIDQ4599617

Michael Massmann, Norbert Christopeit

Publication date: 4 January 2018

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466616000529

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (2)

Two-step estimation in linear regressions with adaptive learning ⋮ Estimation and inference in adaptive learning models with slowly decreasing gains

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