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,...

Table of 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.