Agenda

16 Nov 2022 12:15

Alexander Simon Mayer - Estimation and inference in adaptive learning models

Meeting Room 1, Campus Economico San Giobbe + Live streaming (ZOOM)

Alexander Simon Mayer - Estimation and inference in adaptive learning models

Abstract
Weak consistency and asymptotic normality of the ordinary least-squares estimator in a linear regression with adaptive learning is derived when the crucial, so-called, `gain' parameter is estimated in a first step by nonlinear least squares from an auxiliary model. The singular limiting distribution of the two-step estimator is normal and in general affected by the sampling uncertainty from the first step. However, this `generated-regressor' issue disappears for certain parameter combinations.

The seminar can be attended also remotely, connecting to ZOOM: unive.zoom.us/j/84595412527
ID riunione: 845 9541 2527
 

Lingua

L'evento si terrà in inglese

Organizzatore

Dipartimento di Economia (InSeminars)

Link

https://unive.zoom.us/j/84595412527

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