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,...
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| Format: | eBook |
| Language: | English |
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Chichester :
Wiley-Blackwell Pub.,
2011.
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| Online Access: | Full Text via HEAL-Link |
