Short-memory linear processes and econometric applications:
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Bibliographic Details
Main Author: Mynbaev, K. T. (Author)
Format: Electronic eBook
Language:English
Published: Chichester Wiley-Blackwell Pub. 2011
Subjects:
Online Access:FRO01
UBG01
Volltext
Item Description:Includes bibliographical references and index
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
Physical Description:1 Online-Ressource
ISBN:9781118007686
1118007689
0470924195
9780470924198
1118007662
9781118007662

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