Short-memory linear processes and econometric applications /

• Main Author: Mynbaev, K. T. (Kaæirat Turysbekovich)
• Corporate Author: Wiley InterScience (Online service)
• Format: eBook
• Language: English
• Published: Chichester : Wiley-Blackwell Pub., 2011.
• Subjects: Linear programming.; Econometric models.; Regression analysis.; Probabilities.; Mathematics.; Science.; BUSINESS & ECONOMICS > Econometrics.; BUSINESS & ECONOMICS > Statistics.; Electronic books.

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,...