10-077/4 - Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning

• Authors
  Norbert Christopeit, University of Bonn; Michael Massmann, VU University Amsterdam
• Publication date
  August 23, 2010

• Keywords
  Adaptive learning, forecast feedback, stochastic approximation, linear regression with stochastic regressors, consistency
• JEL
  C13, C22, D83, D84