TY  - BOOK
AU  - Mynbaev,K.T.
ED  - Wiley InterScience (Online service)
TI  - Short-memory linear processes and econometric applications
SN  - 9781118007686
AV  - HB139 .M98 2011eb
U1  - 330.01519536 22
PY  - 2011///
CY  - Chichester
PB  - Wiley-Blackwell Pub.
KW  - Linear programming
KW  - Econometric models
KW  - Regression analysis
KW  - Probabilities
KW  - Mathematics
KW  - Science
KW  - BUSINESS & ECONOMICS
KW  - Econometrics
KW  - bisacsh
KW  - Statistics
KW  - fast
KW  - Electronic books
N1  - 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; business
N2  - 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
UR  - http://dx.doi.org/10.1002/9781118007686
ER  -