Short-memory linear processes and econometric applications /
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,...
| Κύριος συγγραφέας: | |
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Chichester :
Wiley-Blackwell Pub.,
2011.
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
| Περίληψη: | 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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| Φυσική περιγραφή: | 1 online resource |
| Βιβλιογραφία: | Includes bibliographical references and index. |
| ISBN: | 9781118007686 1118007689 0470924195 9780470924198 1118007662 9781118007662 |
| DOI: | 10.1002/9781118007686 |
