Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/87248
Authors: 
Christopeit, Norbert
Massmann, Michael
Year of Publication: 
2012
Series/Report no.: 
Tinbergen Institute Discussion Paper 12-109/III
Abstract: 
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.
Subjects: 
linear regression
least-squares
consistency
stochastic regressors
adaptive learning
decreasing gain
JEL: 
C13
C22
D83
D84
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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