Strong consistency of the least squares estimator in regression models with adaptive learning

Electronic Journal of Statistics ◽

10.1214/19-ejs1558 ◽

2019 ◽

Vol 13 (1) ◽

pp. 1646-1693 ◽

Author(s):

Norbert Christopeit ◽

Michael Massmann

Keyword(s):

Least Squares ◽

Adaptive Learning ◽

Regression Models ◽

Strong Consistency ◽

Least Squares Estimator

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Strong Consistency of the Least Squares Estimator in Regression Models with Adaptive Learning

SSRN Electronic Journal ◽

10.2139/ssrn.3176973 ◽

2017 ◽

Author(s):

Norbert Christopeit ◽

Michael Massmann

Keyword(s):

Least Squares ◽

Adaptive Learning ◽

Regression Models ◽

Strong Consistency ◽

Least Squares Estimator

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Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors

SSRN Electronic Journal ◽

10.2139/ssrn.2160829 ◽

2012 ◽

Author(s):

Norbert Christopeit ◽

Michael Massmann

Keyword(s):

Least Squares ◽

Regression Models ◽

Strong Consistency ◽

Least Squares Estimator ◽

Simple Regression

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An Asymptotically Smoothed Two-Stage Nonlinear Least Squares Estimator for Threshold Regression Models with Endogenous Variable

SSRN Electronic Journal ◽

10.2139/ssrn.1740605 ◽

2010 ◽

Author(s):

Daniele Massacci

Keyword(s):

Least Squares ◽

Regression Models ◽

Nonlinear Least Squares ◽

Least Squares Estimator ◽

Endogenous Variable ◽

Threshold Regression ◽

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Strong consistency of least-squares estimation in linear regression models with vague concepts

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2005.04.009 ◽

2006 ◽

Vol 97 (3) ◽

pp. 633-654 ◽

Author(s):

Volker Krätschmer

Keyword(s):

Linear Regression ◽

Least Squares ◽

Regression Models ◽

Strong Consistency ◽

Least Squares Estimation ◽

Linear Regression Models

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Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033003 ◽

2014 ◽

pp. 65-92 ◽

Author(s):

Yong Bao ◽

Aman Ullah ◽

Ru Zhang

Keyword(s):

Least Squares ◽

Unit Root ◽

Regression Models ◽

Least Squares Estimator ◽

First Order ◽

Moment Approximation

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Optimal designs for regression models using the second-order least squares estimator

Statistica Sinica ◽

10.5705/ss.202015.0285 ◽

2018 ◽

Author(s):

Yue Yin ◽

Julie Zhou

Keyword(s):

Least Squares ◽

Regression Models ◽

Second Order ◽

Least Squares Estimator ◽

Optimal Designs

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Robust second-order least-squares estimator for regression models

Statistical Papers ◽

10.1007/s00362-010-0343-4 ◽

2010 ◽

Vol 53 (2) ◽

pp. 371-386 ◽

Author(s):

Xin Chen ◽

Min Tsao ◽

Julie Zhou

Keyword(s):

Least Squares ◽

Regression Models ◽

Second Order ◽

Least Squares Estimator

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Weak and strong consistency of the least squares estimators in regression models

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf00535679 ◽

1976 ◽

Vol 34 (2) ◽

pp. 119-127 ◽

Author(s):

Hilmar Drygas

Keyword(s):

Least Squares ◽

Regression Models ◽

Strong Consistency ◽

Least Squares Estimators

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A smoothed least squares estimator for threshold regression models

Journal of Econometrics ◽

10.1016/j.jeconom.2006.11.002 ◽

2007 ◽

Vol 141 (2) ◽

pp. 704-735 ◽

Author(s):

Myung Hwan Seo ◽

Oliver Linton

Keyword(s):

Least Squares ◽

Regression Models ◽

Least Squares Estimator ◽

Threshold Regression

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Asymptotic normality of the time‐domain generalized least squares estimator for linear regression models

Stat ◽

10.1002/sta4.248 ◽

2019 ◽

Vol 8 (1) ◽

Author(s):

Hien D. Nguyen

Keyword(s):

Linear Regression ◽

Asymptotic Normality ◽

Least Squares ◽

Time Domain ◽

Regression Models ◽

Generalized Least Squares ◽

Least Squares Estimator ◽

Linear Regression Models ◽

Generalized Least Squares Estimator ◽

The Time Domain

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