Short-memory linear processes and econometric applications:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, NJ
Wiley
2011
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIX, 429 S. graph. Darst. |
| ISBN: | 9780470924198 0470924195 |
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MARC
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| 245 | 1 | 0 | |a Short-memory linear processes and econometric applications |c Kairat T. Mynbaev |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2011 | |
| 300 | |a XIX, 429 S. |b graph. Darst. | ||
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| 650 | 4 | |a Econometric models | |
| 650 | 4 | |a Regression analysis | |
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| 650 | 4 | |a Ökonometrisches Modell | |
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Record in the Search Index
| _version_ | 1804147973596119040 |
|---|---|
| adam_text | CONTENTS
List
of Tables
xi
Preface
xiii
Acknowledgments
xix
1
INTRODUCTION TO OPERATORS, PROBABILITIES AND THE LINEAR MODEL
1
1.1
Linear Spaces
1
1
.2
Normed Spaces
3
1
.3
Linear Operators
6
1
.4
Hubert Spaces
9
1
.5
Lp Spaces
13
1.6
Conditioning on
σ
-fields
18
1.7
Matrix Algebra
21
1.8
Convergence of Random Variables
24
1.9
The Linear Model
29
1.10
Normalization of
Régressons
32
1.11
General Framework in the case of
К
Régressons
35
1.12
Introduction to i^-Approximability
40
2
Lp-APPROXIMABLE SEQUENCES OF VECTORS
45
2.1
Discretization, Interpolation and
Haar
Projector in Lp
45
2.2
Convergence of Bilinear Forms
49
2.3
The Trinity and Its Boundedness in lp
54
2.4
Convergence of the Trinity on ¿^-Generated Sequences
57
2.5
Properties of ¿,,-Approximable Sequences
68
2.6
Criterion of ip-Approximability
71
2.7
Examples and Counterexamples
80
3
CONVERGENCE OF LINEAR AND QUADRATIC FORMS
89
3.1
General Information
89
3.2
Weak Laws of Large Numbers
93
3.3
Central Limit Theorems for Martingale Differences
94
3.4
Central Limit Theorems for Weighted Sums of Martingale
Differences
95
3.5
Central Limit Theorems for Weighted Sums of Linear
Processes
102
3.6
ip-Approximable Sequences of Matrices
106
VII
VIII CONTENTS
3.7
Integral
Operators
ill
3.8
Classes
σρ
ІІ7
3.9
Convergence
of Quadratic Forms of Random Variables
122
4
REGRESSIONS WITH SLOWLY VARYING REGRESSORS
_______________________131
4.1
Slowly Varying Functions
132
4.2
Phillips Gallery I
133
4.3
Slowly Varying Functions with Remainder
143
4.4
Results Based on Ip-Approximability
149
4.5
Phillips Gallery
2 159
4.6
Regression with Two Slowly Varying Regressors
174
5
SPATIAL MODELS
______________________________________________________189
5.1
A Math Introduction to Purely Spatial Models
190
5.2
Continuity of Nonlinear Matrix Functions
193
5.3
Assumption on the Error Term and Implications
195
5.4
Assumption on the Spatial Matrices and Implications
198
5.5
Assumption on the Kernel and Implications
201
5.6
Linear and Quadratic Forms Involving Segments of
К
205
5.7
The Roundabout Road
207
5.8
Asymptotics of the OLS Estimator for Purely Spatial Model
213
5.9
Method of Moments and Maximum Likelihood
217
5.10
Two-Step Procedure
223
5.11
Examples and Computer Simulation
230
5.12
Mixed Spatial Model
236
5.13
The Roundabout Road (Mixed Model)
244
5.14
Asymptotics of the OLS Estimator for Mixed Spatial Model
254
6
CONVERGENCE ALMOST EVERYWHERE
265
6.1
Theoretical Background
265
6.2
Various Bounds on Martingale Transforms
270
6.3
Marcinkiewicz-Zygmund Theorems and Related Results
278
6.4
Strong Consistency for Multiple Regression
292
6.5
Some Algebra Related to Vector
Autoregression 300
6.6
Preliminary Analysis
310
6.7
Strong Consistency for Vector
Autoregression
and Related Results
319
7
NONLINEAR MODELS
339
7.
1 Asymptotic Normality of an Abstract Estimator
339
7.2
Convergence of Some Deterministic and Stochastic Expressions
346
7.3
Nonlinear Least Squares
358
7.4
Binary Logit Models with Unbounded Explanatory Variables
373
8
TOOLS FOR VECTOR
AUTOREGRESSIONS ________________________________393
8.1
Lp-Approximable Sequences of Matrix-Valued Functions
393
8.2
Г
-Operator
and Trinity
397
CONTENTS
IX
8.3 Matrix
Operations and ¿p-Approximability
400
8.4
Resolvents
402
8.5
Convergence and Bounds for Deterministic Trends
404
REFERENCES
417
Author Index
423
Subject Index
425
|
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.7/2 |
| dewey-search | 519.7/2 |
| dewey-sort | 3519.7 12 |
| dewey-tens | 510 - Mathematics |
| discipline | Informatik Mathematik |
| format | Book |
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| id | DE-604.BV039135917 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:59:45Z |
| institution | BVB |
| isbn | 9780470924198 0470924195 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024154105 |
| oclc_num | 741931943 |
| open_access_boolean | |
| owner | DE-634 DE-355 DE-BY-UBR |
| owner_facet | DE-634 DE-355 DE-BY-UBR |
| physical | XIX, 429 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Wiley |
| record_format | marc |
| spelling | Mynbaev, Kairat T. Verfasser aut Short-memory linear processes and econometric applications Kairat T. Mynbaev Hoboken, NJ Wiley 2011 XIX, 429 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Linear programming Econometric models Regression analysis Probabilities Ökonometrisches Modell Lineare Optimierung (DE-588)4035816-1 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Lineare Optimierung (DE-588)4035816-1 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024154105&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mynbaev, Kairat T. Short-memory linear processes and econometric applications Linear programming Econometric models Regression analysis Probabilities Ökonometrisches Modell Lineare Optimierung (DE-588)4035816-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4035816-1 (DE-588)4043212-9 |
| title | Short-memory linear processes and econometric applications |
| title_auth | Short-memory linear processes and econometric applications |
| title_exact_search | Short-memory linear processes and econometric applications |
| title_full | Short-memory linear processes and econometric applications Kairat T. Mynbaev |
| title_fullStr | Short-memory linear processes and econometric applications Kairat T. Mynbaev |
| title_full_unstemmed | Short-memory linear processes and econometric applications Kairat T. Mynbaev |
| title_short | Short-memory linear processes and econometric applications |
| title_sort | short memory linear processes and econometric applications |
| topic | Linear programming Econometric models Regression analysis Probabilities Ökonometrisches Modell Lineare Optimierung (DE-588)4035816-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Linear programming Econometric models Regression analysis Probabilities Ökonometrisches Modell Lineare Optimierung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024154105&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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