Short-Memory Linear Processes and Econometric Applications

Short-Memory Linear Processes and Econometric Applications

by Kairat T. Mynbaev
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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 va.

First published
2011
Publishers
Wiley & Sons· Incorporated· John

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