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18-045/III - Strong consistency of the least squares estimator in regression models with adaptive learning


  • Authors
    Norbert Christopeit, University of Bonn; Michael Massmann, VU Amsterdam
  • Publication date
    May 11, 2018
  • Keywords
    adaptive learning, non-stationary regression, ordinary least squares, almost sure convergence
  • JEL
    C22, C51, D83