Short-memory linear processes and econometric applications
Mynbaev, K. T. (Kaæirat Turysbekovich)
creator
Wiley InterScience (Online service)
text
bibliography
Electronic books.
nju
Chichester
Wiley-Blackwell Pub.
2011
monographic
eng
1 online resource
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.
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.
Kairat T. Mynbaev.
Includes bibliographical references and index.
Linear programming
Econometric models
Regression analysis
Probabilities
Mathematics
Science
BUSINESS & ECONOMICS
Econometrics
BUSINESS & ECONOMICS
Statistics
Econometric models
Linear programming
Probabilities
Regression analysis
HB139 .M98 2011eb
330.01519536
Short-memory linear processes and econometric applications
Mynbaev, K.T. (Kaæirat Turysbekovich).
Chichester : Wiley-Blackwell Pub., 2011
(OCoLC)726819299
9781118007686
1118007689
0470924195
9780470924198
1118007662
9781118007662
10.1002/9781118007686 Wiley InterScience
http://onlinelibrary.wiley.com/book/10.1002/9781118007686
http://onlinelibrary.wiley.com/book/10.1002/9781118007686
DG1
110609
20171119081641.0
ocn729724620
eng