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Short-memory linear processes and econometric applications

Author: K T Mynbaev
Publisher: Hoboken, N.J. : Wiley, ©2011.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
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  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: K T Mynbaev
ISBN: 9780470924198 0470924195
OCLC Number: 669269819
Description: xix, 429 p. ; 25 cm.
Contents: Intro to operators, probabilities, and linear model --
Lp-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.
Responsibility: Kairat T. Mynbaev.
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Abstract:

Econometrics combines economic theory with statistics to analyze and test economic relationships. This book is a source of asymptotic results for econometric models, uniquely focusing on time series  Read more...

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