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Short-memory linear processes and econometric applications / Kairat T. Mynbaev.

By: Contributor(s): Material type: TextTextPublication details: Chichester : Wiley-Blackwell Pub., 2011.Description: 1 online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781118007686
  • 1118007689
  • 0470924195
  • 9780470924198
  • 1118007662
  • 9781118007662
Subject(s): Genre/Form: Additional physical formats: Print version:: Short-memory linear processes and econometric applications.DDC classification:
  • 330.01519536 22
LOC classification:
  • HB139 .M98 2011eb
Online resources:
Contents:
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.
Summary: 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.
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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.

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