UID:
almafu_9959327082402883
Format:
1 online resource
ISBN:
9781118007686
,
1118007689
,
0470924195
,
9780470924198
,
1118007662
,
9781118007662
Content:
This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynomial) trends, seasonally oscillating functions, and slowly varying functions including logarithmic trends, as well as some specifications of spatial matrices in the theory of spatial models. The book begins with central limit theorems (CLTs) for weighted sums of short memory linear processes. This part contains the analysis of certain operators in Lp spaces and their employment in the derivation of CLTs.
Note:
Frontmatter -- Introduction to Operators, Probabilities and the Linear Model -- -Approximable Sequences of Vectors -- Convergence of Linear and Quadratic Forms -- Regressions with Slowly Varying Regressors -- Spatial Models -- Convergence Almost Everywhere -- Nonlinear Models -- Tools for Vector Autoregressions -- References -- Author Index -- Subject Index.
Additional Edition:
Print version: Mynbaev, K.T. (Kaæirat Turysbekovich). Short-memory linear processes and econometric applications. Chichester : Wiley-Blackwell Pub., 2011 ISBN 9781118007686
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
DOI:
10.1002/9781118007686
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118007686
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118007686
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118007686
