Short-Memory Linear Processes and Econometric Applications

by Kairat Mynbaev

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...

• Format: Hardcover
• Language: English
• ISBN: 0470924195
• ISBN13: 9780470924198
• Release Date: May 2011
• Publisher: Wiley
• Length: 452 Pages
• Weight: 1.70 lbs.
• Dimensions: 1.0" x 6.1" x 9.3"