Short-memory linear processes and econometric applications / Kairat T. Mynbaev. [electronic resource] Mynbaev, K. T. (Kaæirat Turysbekovich) Wiley InterScience (Online service) Linear programming. Econometric models. Regression analysis. Probabilities. HB139 .M98 2011eb 330.01519536 22 Includes bibliographical references and index. Print version record. 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. Chichester : Wiley-Blackwell Pub., 2011. 2011. 2011 Text 1 online resource http://onlinelibrary.wiley.com/book/10.1002/9781118007686 eng Short-memory linear processes and econometric applications. Short-memory linear processes and econometric applications.