Short-memory linear processes and econometric applications
By: Kairat T. Mynbaev
Publisher: Wiley
Published: 2011
Place of publication: Hoboken, N.J
Language: eng
Number of pages: 429
ISBN-13: 9780470924198
Subjects: Regression analysis; Probabilities; Linear programming; Econometric models
Notes: Includes bibliographical references and index.
Table of contents: title: Intro to operators, probabilities, and linear model; title: Lp-approximable sequences of vectors; title: Convergence of linear and quadratic forms; title: Regressions with slowly varying regressors; title: Spatial models; title: Convergence almost everywhere; title: Nonlinear models; title: Tools for vector autoregressions.