Short-memory linear processes and econometric applications by K. T. Mynbaev

Cover of: Short-memory linear processes and econometric applications | K. T. Mynbaev

Published by Wiley in Hoboken, N.J .

Written in English

Read online


  • Regression analysis,
  • Probabilities,
  • Linear programming,
  • Econometric models

Edition Notes

Includes bibliographical references and index.

Book details

StatementKairat T. Mynbaev
LC ClassificationsT57.74 .M98 2011
The Physical Object
Paginationxix, 429 p. ;
Number of Pages429
ID Numbers
Open LibraryOL24914476M
ISBN 100470924195
ISBN 109780470924198
LC Control Number2010040947

Download Short-memory linear processes and econometric applications

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.

The applications of CLTs are to the asymptotic distribution of various estimators for several econometric models. 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.

Read "Short-Memory Linear Processes and Econometric Applications" by Kairat T. Mynbaev available from Rakuten Kobo. This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous reg Brand: Wiley. Get this Short-memory linear processes and econometric applications book a library.

Short-memory linear processes and econometric applications. [K T Mynbaev] -- This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear. Short-Memory Linear Processes and Econometric Applications is suitable for probability theory, time series, and econometric courses at the gr aduate and PhD level.

The book. Abstract. 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 by: 4.

ECONOMETRICS BRUCE E. HANSEN ©, University of Wisconsin Department of Economics This Revision: Novem Comments Welcome 1This manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.

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