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

DOI10.1080/03610920500476549zbMATH Open1101.62076OpenAlexW2037655010MaRDI QIDQ5201508FDOQ5201508

Authors: Kairat T. Mynbaev 

Publication date: 19 April 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/18448/1/MPRA_paper_18448.pdf

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zbMATH Keywords

autoregressiondeterministic trendOLS estimator asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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Cited In (6)

• Asymptotic distribution of the OLS estimator for a mixed spatial model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regression with slowly varying regressors and nonlinear trends
• Regression with integrated regressors

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