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Short-memory linear processes and econometric applications / [electronic resource]

by Mynbaev, K. T. (Kaæirat Turysbekovich); Wiley InterScience (Online service).
Material type: materialTypeLabelBookPublisher: Chichester : Wiley-Blackwell Pub., 2011Description: 1 online resource.ISBN: 9781118007686; 1118007689; 0470924195; 9780470924198; 1118007662; 9781118007662.Subject(s): Linear programming | Econometric models | Regression analysis | Probabilities | Mathematics | Science | BUSINESS & ECONOMICS -- Econometrics | BUSINESS & ECONOMICS -- Statistics | Econometric models | Linear programming | Probabilities | Regression analysis | Electronic booksOnline resources: Wiley Online Library
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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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.

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Last Updated on September 15, 2019
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