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