Regressions with asymptotically collinear regressors
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Publication:3018507
DOI10.1111/j.1368-423X.2010.00334.xzbMath1218.62069MaRDI QIDQ3018507
Publication date: 27 July 2011
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00334.x
asymptotic distribution; OLS estimator; \(L_p\)-approximability; asymptotically collinear regressors
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62J02: General nonlinear regression
Cites Work
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- REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
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- Third order extended regular variation
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
- \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables