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The Resource Short-memory linear processes and econometric applications, Kairat T. Mynbaev

Short-memory linear processes and econometric applications, Kairat T. Mynbaev

Label
Short-memory linear processes and econometric applications
Title
Short-memory linear processes and econometric applications
Statement of responsibility
Kairat T. Mynbaev
Creator
Subject
Language
eng
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 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.--
Assigning source
Provided by Publisher
Cataloging source
DLC
http://library.link/vocab/creatorName
Mynbaev, K. T.
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Linear programming
  • Econometric models
  • Regression analysis
  • Probabilities
Label
Short-memory linear processes and econometric applications, Kairat T. Mynbaev
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
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
Control code
FIEb1754757x
Dimensions
25 cm.
Extent
xix, 429 pages
Isbn
9780470924198
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
System control number
(OCoLC)751701578
Label
Short-memory linear processes and econometric applications, Kairat T. Mynbaev
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
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
Control code
FIEb1754757x
Dimensions
25 cm.
Extent
xix, 429 pages
Isbn
9780470924198
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
System control number
(OCoLC)751701578

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