Short-memory linear processes and econometric applications
[Book]
/ Kairat T. Mynbaev
Hoboken, N.J.
: Wiley
, 2011.
xix, 429 p. 25 cm.
Language: انگلیسی
Print
Includes bibliographical references and index.
Intro to operators, probabilities, and linear model -- Lp-approximable sequences of vectors -- Convergence of linear and quadratic forms -- Regressions with slowly varying regressors -- Spatial models -- Convergence almost everywhere -- Nonlinear models -- Tools for vector autoregressions.