ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING
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Publication:4599617
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
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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Two-step estimation in linear regressions with adaptive learning, Estimation and inference in adaptive learning models with slowly decreasing gains
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