Estimation and inference in adaptive learning models with slowly decreasing gains
From MaRDI portal
Publication:6134627
strong mixingrational expectationsadaptive learningco-integrationnon-stationary regressionasymptotic collinearity(generalized) Wald-statisticdegenerate variances
Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Ergodicity, mixing, rates of mixing (37A25) Inference from stochastic processes (62Mxx)
Cites work
- scientific article; zbMATH DE number 48727 (Why is no real title available?)
- scientific article; zbMATH DE number 1446889 (Why is no real title available?)
- scientific article; zbMATH DE number 5224144 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
- A maximal inequality and dependent strong laws
- A simple recursive forecasting model
- Acceleration of Stochastic Approximation by Averaging
- Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
- Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
- Asymptotic Theory of Weakly Dependent Random Processes
- Asymptotically efficient stochastic approximation
- Autoregressive distributed lag models and cointegration
- Basic properties of strong mixing conditions. A survey and some open questions
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- Efficient GMM with nearly-weak instruments
- Essays in Honor of Aman Ullah
- Estimating structural parameters in regression models with adaptive learning
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- GMM with Weak Identification
- Learning Procedures and Convergence to Rationality
- Learning can generate long memory
- Learning, estimation, and the stability of rational expectations
- Modified Wald tests under nonregular conditions
- On convergence of series of random variables with applications to martingale convergence and to convergence of series with orthogonal summands
- Perpetual learning and apparent long memory
- Rational Expectations Equilibria, Learning, and Model Specification
- Regression with slowly varying regressors and nonlinear trends
- Simulated Moments Estimation of Markov Models of Asset Prices
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
- Strong consistency of the least squares estimator in regression models with adaptive learning
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification
This page was built for publication: Estimation and inference in adaptive learning models with slowly decreasing gains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6134627)
