13-111/III - Estimating Structural Parameters in Regression Models with Adaptive Learning

• Authors
  Norbert Christopeit, University of Bonn, Germany; Michael Massmann, VU University Amsterdam
• Publication date
  August 6, 2013

• Keywords
  adaptive learning, non-stationary regression, ordinary least squares, consistency, asymptotic distribution
• JEL
  C22, C51, D83