Normal view MARC view ISBD view

Mynbaev, K. T.

Short-memory linear processes and econometric applications / Kairat T. Mynbaev. - Chichester : Wiley-Blackwell Pub., 2011. - 1 online resource

Includes bibliographical references and index.

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.

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.



ISBN: 9781118007686 1118007689 0470924195 9780470924198 1118007662 9781118007662

Standard No.: 9786613098658

Source: 10.1002/9781118007686 Wiley InterScience http://www3.interscience.wiley.com

Subjects--Topical Terms:
Linear programming.
Econometric models.
Regression analysis.
Probabilities.
Mathematics.
Science.
BUSINESS & ECONOMICS--Econometrics.
BUSINESS & ECONOMICS--Statistics.
Econometric models.
Linear programming.
Probabilities.
Regression analysis.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HB139 / .M98 2011eb

Dewey Class. No.: 330.01519536