Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends (Q5201508): Difference between revisions

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scientific article; zbMATH DE number 5018991

Language	Label	Description	Also known as
English	Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends	scientific article; zbMATH DE number 5018991

Statements

instance of

scholarly article

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title

Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends (English)

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zbMATH Open document ID

1101.62076

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DOI

10.1080/03610920500476549

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author

Kairat T. Mynbaev

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published in

Communications in Statistics - Theory and Methods

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publication date

19 April 2006

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full work available at URL

https://mpra.ub.uni-muenchen.de/18448/1/MPRA_paper_18448.pdf

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Mathematics Subject Classification ID

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autoregression

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deterministic trend

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OLS estimator asymptotics

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MaRDI profile type

MaRDI publication profile

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Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances

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Nonlinear Econometric Models with Deterministically Trending Variables

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On the $L_p$-Convergence for $n^{-1/p} S_n, 0 &lt; p &lt; 2^1$

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Q4840212

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Dependent central limit theorems and invariance principles

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$L_p$-approximable sequences of vectors and limit distribution of quadratic forms of random variables

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Trend stationarity in the $I(2)$ cointegration model.

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S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend

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Inference in Linear Time Series Models with some Unit Roots

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Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend

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Sitelinks

Mathematics(1 entry)

mardi Publication:5201508

@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
+Normal rank
@@ Property / cites work @@
+Nonlinear Econometric Models with Deterministically Trending Variables
+Normal rank
@@ Property / cites work @@
+On the $L_p$-Convergence for $n^{-1/p} S_n, 0 &amp;lt; p &amp;lt; 2^1$
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Dependent central limit theorems and invariance principles
+Normal rank
@@ Property / cites work @@
+\(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables
+Normal rank
@@ Property / cites work @@
+Trend stationarity in the \(I(2)\) cointegration model.
+Normal rank
@@ Property / cites work @@
+S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend
+Normal rank
@@ Property / cites work @@
+Inference in Linear Time Series Models with some Unit Roots
+Normal rank
@@ Property / cites work @@
+Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend
+Normal rank