Short-memory linear processes and econometric applications / Kairat T. Mynbaev.Material type: TextPublication details: Chichester : Wiley-Blackwell Pub., 2011Description: 1 online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9781118007686; 1118007689; 0470924195; 9780470924198; 1118007662; 9781118007662Subject(s): Linear programming | Econometric models | Regression analysis | Probabilities | Mathematics | Science | BUSINESS & ECONOMICS -- Econometrics | BUSINESS & ECONOMICS -- Statistics | Econometric models | Linear programming | Probabilities | Regression analysisGenre/Form: Electronic books.Additional physical formats: Print version:: Short-memory linear processes and econometric applications.DDC classification: 330.01519536 LOC classification: HB139 | .M98 2011ebOnline resources: Wiley Online Library
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.
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.
Print version record.