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,...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Mynbaev, K. T. (Kaæirat Turysbekovich)
Συγγραφή απο Οργανισμό/Αρχή: Wiley InterScience (Online service)
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Chichester : Wiley-Blackwell Pub., 2011.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 03737nam a2200709 4500
001 ocn729724620
003 OCoLC
005 20170124072347.5
006 m o d
007 cr cn|||||||||
008 110609s2011 nju ob 001 0 eng d
040 |a DG1  |b eng  |e pn  |c DG1  |d E7B  |d OCLCQ  |d EBLCP  |d MHW  |d DEBSZ  |d OCLCO  |d CDX  |d TXA  |d YDXCP  |d N$T  |d OCLCQ  |d OCLCA  |d UKDOC  |d OCLCQ  |d OCLCF  |d OCLCQ  |d COO  |d OCLCQ  |d GrThAP 
019 |a 726819299  |a 727466527  |a 728082236  |a 732956383  |a 860304919 
020 |a 9781118007686  |q (electronic bk.) 
020 |a 1118007689  |q (electronic bk.) 
020 |a 0470924195 
020 |a 9780470924198 
020 |a 1118007662  |q (electronic bk.) 
020 |a 9781118007662  |q (electronic bk.) 
020 |z 9780470924198 
024 8 |a 9786613098658 
029 1 |a AU@  |b 000047226096 
029 1 |a CHNEW  |b 000601459 
029 1 |a DEBSZ  |b 372729401 
029 1 |a DEBSZ  |b 430990294 
029 1 |a NZ1  |b 13799193 
029 1 |a DEBBG  |b BV043393141 
035 |a (OCoLC)729724620  |z (OCoLC)726819299  |z (OCoLC)727466527  |z (OCoLC)728082236  |z (OCoLC)732956383  |z (OCoLC)860304919 
037 |a 10.1002/9781118007686  |b Wiley InterScience  |n http://www3.interscience.wiley.com 
050 4 |a HB139  |b .M98 2011eb 
072 7 |a BUS  |x 021000  |2 bisacsh 
072 7 |a BUS  |x 061000  |2 bisacsh 
082 0 4 |a 330.01519536  |2 22 
049 |a MAIN 
100 1 |a Mynbaev, K. T.  |q (Kaæirat Turysbekovich) 
245 1 0 |a Short-memory linear processes and econometric applications /  |c Kairat T. Mynbaev. 
264 1 |a Chichester :  |b Wiley-Blackwell Pub.,  |c 2011. 
300 |a 1 online resource 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
505 0 |a 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. 
504 |a Includes bibliographical references and index. 
520 |a 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. 
588 0 |a Print version record. 
650 0 |a Linear programming. 
650 0 |a Econometric models. 
650 0 |a Regression analysis. 
650 0 |a Probabilities. 
650 4 |a Mathematics. 
650 4 |a Science. 
650 7 |a BUSINESS & ECONOMICS  |x Econometrics.  |2 bisacsh 
650 7 |a BUSINESS & ECONOMICS  |x Statistics.  |2 bisacsh 
650 7 |a Econometric models.  |2 fast  |0 (OCoLC)fst00901567 
650 7 |a Linear programming.  |2 fast  |0 (OCoLC)fst00999090 
650 7 |a Probabilities.  |2 fast  |0 (OCoLC)fst01077737 
650 7 |a Regression analysis.  |2 fast  |0 (OCoLC)fst01432090 
655 4 |a Electronic books. 
710 2 |a Wiley InterScience (Online service) 
776 0 8 |i Print version:  |a Mynbaev, K.T. (Kaæirat Turysbekovich).  |t Short-memory linear processes and econometric applications.  |d Chichester : Wiley-Blackwell Pub., 2011  |z 9781118007686  |w (OCoLC)726819299 
856 4 0 |u https://doi.org/10.1002/9781118007686  |z Full Text via HEAL-Link 
994 |a 92  |b DG1