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Strong Consistency Of The Least Squares Estimator In Regression Models With Adaptive Learning
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Book Synopsis Strong Consistency of the Least Squares Estimator in Regression Models with Adaptive Learning by : Norbert Christopeit
Download or read book Strong Consistency of the Least Squares Estimator in Regression Models with Adaptive Learning written by Norbert Christopeit and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors by : Norbert Christopeit
Download or read book Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors written by Norbert Christopeit and published by . This book was released on 2015 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis A Note on an Estimation Problem in Models with Adaptive Learning by : Norbert Christopeit
Download or read book A Note on an Estimation Problem in Models with Adaptive Learning written by Norbert Christopeit and published by . This book was released on 2013 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides an example of a linear regression model with predetermined stochastic regressors for which the sufficient condition for strong consistency of the ordinary least squares estimator by Lai & Wei (1982, Annals of Statistics) is not met. Nevertheless, the estimator is strongly consistent, as shown in a companion paper, cf. Christopeit & Massmann (2013b). This is intriguing because the Lai & Wei condition is the best currently available and is referred to as “in some sense the weakest possible”. Moreover, the example discussed in this paper arises naturally in a class of macroeconomic models with adaptive learning, the estimation of which has recently gained popularity amongst researchers and policy makers.
Book Synopsis Estimating Structural Parameters in Regression Models with Adaptive Learning by : Norbert Christopeit
Download or read book Estimating Structural Parameters in Regression Models with Adaptive Learning written by Norbert Christopeit and published by . This book was released on 2015 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the asymptotic properties of the ordinary least squares (OLS) estimator of structural parameters in a stylised macroeconomic model in which agents are boundedly rational and use an adaptive learning rule to form expectations of the endogenous variable. In particular, when the learning recursion is subject to so-called decreasing gain sequences the model does not satisfy, in general, any of the sufficient conditions for consistent estimability available in the literature. The paper demonstrates that, for appropriate parameter sets, the OLS estimator nevertheless remains strongly consistent and asymptotically normally distributed.
Book Synopsis Adaptive Regression by : Yadolah Dodge
Download or read book Adaptive Regression written by Yadolah Dodge and published by Springer Science & Business Media. This book was released on 2012-10-01 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: While there have been a large number of estimation methods proposed and developed for linear regression, none has proved good for all purposes. This text focuses on the construction of an adaptive combination of two estimation methods so as to help users make an objective choice and combine the desirable properties of two estimators.
Book Synopsis Strong Consistency of Least Squares Estimators in Linear Regression Models by : Norbert Christopeit
Download or read book Strong Consistency of Least Squares Estimators in Linear Regression Models written by Norbert Christopeit and published by . This book was released on 1980 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Strong consistency of generalized least squares estimators in linear regression models by : Norbert Christopeit
Download or read book Strong consistency of generalized least squares estimators in linear regression models written by Norbert Christopeit and published by . This book was released on 1977 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Weak and strong consistency of the least squares estimators in regression models by : Hilmar Drygas
Download or read book Weak and strong consistency of the least squares estimators in regression models written by Hilmar Drygas and published by . This book was released on 1973 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Strong Consistency of Least Squares Estimators in the Monotone Regression Model with Stochastic Regressors by : Norbert Christopeit
Download or read book Strong Consistency of Least Squares Estimators in the Monotone Regression Model with Stochastic Regressors written by Norbert Christopeit and published by . This book was released on 1985 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Strong Consistency of Least Squares Estimates in Linear Regression Models Driven by Semimartingales by : Alain Le Breton
Download or read book Strong Consistency of Least Squares Estimates in Linear Regression Models Driven by Semimartingales written by Alain Le Breton and published by . This book was released on 1985 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Weak and Strong Consistency of Simple Least Squares Estimators in Regression Models and Uniform Strong Consistency of Residual Sample Spectral Density in the Error Process by : Yasuyuki Toyooka
Download or read book Weak and Strong Consistency of Simple Least Squares Estimators in Regression Models and Uniform Strong Consistency of Residual Sample Spectral Density in the Error Process written by Yasuyuki Toyooka and published by . This book was released on 1978 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dynamic Nonlinear Econometric Models by : Benedikt M. Pötscher
Download or read book Dynamic Nonlinear Econometric Models written by Benedikt M. Pötscher and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.
Book Synopsis Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning by : Norbert Christopeit
Download or read book Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning written by Norbert Christopeit and published by . This book was released on 2010 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Strong Consistency of the Least Squares Estimator in Nonlinear Regression by : henning Laeuter
Download or read book Strong Consistency of the Least Squares Estimator in Nonlinear Regression written by henning Laeuter and published by . This book was released on 1985 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Least Squares Estimation and Adaptive Prediction in Non-linear Stochastic Regression Models with Applications to Time Series and Stochastic Systems by : Guangrui Zhu
Download or read book Least Squares Estimation and Adaptive Prediction in Non-linear Stochastic Regression Models with Applications to Time Series and Stochastic Systems written by Guangrui Zhu and published by . This book was released on 1992 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Strong consistency of the least squares estimator in nonlinear regression by : Henning Läuter
Download or read book Strong consistency of the least squares estimator in nonlinear regression written by Henning Läuter and published by . This book was released on 1985 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Consistency of the least squares and Gauss-Markov estimators in regression models by : Hilmar Drygas
Download or read book Consistency of the least squares and Gauss-Markov estimators in regression models written by Hilmar Drygas and published by . This book was released on 1969 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
