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Short-Memory Linear Processes and Econometric Applications
Kairat Mynbaev
€ 160.53
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Description for Short-Memory Linear Processes and Econometric Applications
Hardcover. 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 and spatial models and providing a new approach to modeling various types of deterministic regressors. Num Pages: 452 pages, Illustrations. BIC Classification: KCH; PB. Category: (P) Professional & Vocational. Dimension: 245 x 168 x 26. Weight in Grams: 780.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2011
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
452
Condition
New
Number of Pages
452
Place of Publication
New York, United States
ISBN
9780470924198
SKU
V9780470924198
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Kairat Mynbaev
Kairat T. Mynbaev, PhD, is Professor in the International School of Economics at Kazakh-British Technical University (Kazakhstan). He has published numerous journal articles as well as three books in his areas of research interest, which include quantitative methods, asymptotic theory, policy issues, functional analysis, applied analysis, and statistics.
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