for Kindle Fire, Apple, Android, Nook, Kobo, PC, Mac, BlackBerry ...

New to eBooks.com?

Learn more

Short-Memory Linear Processes and Econometric Applications

Short-Memory Linear Processes and Econometric Applications by Kairat T. Mynbaev
Add to cart
US$ 135.00
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 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. Among the models discussed are static linear models with slowly varying regressors, spatial models, time series autoregressions, and two nonlinear models (binary logit model and nonlinear model whose linearization contains slowly varying regressors). The estimation procedures include ordinary and nonlinear least squares, maximum likelihood, and method of moments. Additional topical coverage includes an introduction to operators, probabilities, and linear models; Lp-approximable sequences of vectors; convergence of linear and quadratic forms; regressions with slowly varying regressors; spatial models; convergence; nonlinear models; and tools for vector autoregressions.
Wiley; April 2011
448 pages; ISBN 9781118007679
Read online, or download in secure EPUB or secure PDF format
Title: Short-Memory Linear Processes and Econometric Applications
Author: Kairat T. Mynbaev
 
Buy, download and read Short-Memory Linear Processes and Econometric Applications (eBook) by Kairat T. Mynbaev today!
ISBNs
1118007662
9780470924198
9781118007662
9781118007679
9781118124451