Christopeit, N., Massmann, M. (2019), Strong consistency of the least squares estimator in regression models with adaptive learning, Electronic Journal of Statistics, Vol. 13 (1), pp. 1646-1693.
Michael Massmann
Professor
Group
Economics Group
Areas of expertise
forecasting,
time series,
long memory,
big data,
statistics,
econometrics
Group
Economics Group
Areas of expertise
forecasting,
time series,
long memory,
big data,
statistics,
econometrics