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