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15-106/III - Estimating Structural Parameters in Regression Models with Adaptive Learning


  • Authors
    Norbert Christopeit, University of Bonn, Germany; Michael Massmann, VU University Amsterdam, the Netherlands
  • Publication date
    September 2, 2015
  • Keywords
    adaptive learning, non-stationary regression, ordinary least squares, consistency, asymptotic distribution
  • JEL
    C22, C51, D83