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12-109/III - Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors


  • Authors
    Norbert Christopeit, University of Bonn; Michael Massmann, VU University Amsterdam
  • Publication date
    October 12, 2012
  • Keywords
    linear regression, least-squares, consistency, stochastic regressors, adaptive learning, decreasing gain
  • JEL
    C13, C22, D83, D84