scientific article; zbMATH DE number 7240528

zbMATH Open1463.62122MaRDI QIDQ5118530FDOQ5118530

Kairat T. Mynbaev

Publication date: 26 August 2020

Full work available at URL: http://mathnet.ru/eng/emj286

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptotic distributionOLS estimatortime-series regressionpolynomial trenddeterministic regressor

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

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• Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
• Regression with slowly varying regressors and nonlinear trends
• Short‐Memory Linear Processes and Econometric Applications
• CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: L_P -APPROXIMABILITY VERSUS BROWNIAN MOTION
• Nonlinear Econometric Models with Deterministically Trending Variables
• Asymptotic robustness of tests of overidentification and predeterminedness
• Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
• Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends
• \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables
• Asymptotic distribution of the OLS estimator for a mixed spatial model
• STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
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Cited In (4)

• Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends
• Title not available (Why is that?)
• Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
• STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS

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