SFB 303 Discussion Paper No. B - 116

Author: Mohr, Michael
Title: Asymptotic Properties of Least Squares Estimators in Regression Models with Forecast Feedback
Abstract: In this paper we focus on asymptotic properties of OLS-estimators in linear models with forecast feedback. For the reader's convenience we give an illustration of the forecast feedback scenario in which the sort of least squares estimators we just mentioned occur, and summarize the basic ideas and main results posed in Mohr (1988).
Creation-Date: February 1989 @
Unfortunately this paper is not available online. Please contact us to order a hardcopy.

SFB 303 Homepage

21.10.1999, Webmaster