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About this product
- DescriptionThis book serves as a comprehensive source of asymptotic results for ecometric models with deterministic exogeus regressors. Such regressors include linear (more generally, piece-wise polymial) 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 ecometric models. Among the models discussed are static linear models with slowly varying regressors, spatial models, time series autoregressions, and two nlinear models (binary logit model and nlinear model whose linearization contains slowly varying regressors). The estimation procedures include ordinary and nlinear 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; nlinear models; and tools for vector autoregressions.
- Author BiographyKairat 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.
- Author(s)Kairat T. Mynbaev
- PublisherJohn Wiley and Sons Ltd
- Date of Publication27/05/2011
- SubjectEconomics: Professional & General
- Place of PublicationHoboken
- Country of PublicationUnited States
- Content NoteIllustrations
- Weight780 g
- Width168 mm
- Height245 mm
- Spine26 mm
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