Regression with Slowly Varying Regressors and Nonlinear Trends
Slowly varying (SV) regressors arise commonly in empirical econometric work, particularly in the form of semilogarithmic regression and log periodogram regression. These regressors are asymptotically collinear. Usual regression formulas for asymptotic standard errors are shown to remain valid, but r...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2007
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/246 https://ink.library.smu.edu.sg/context/soe_research/article/1245/viewcontent/Regression_with_Slowly_Varying_Regressors_2007_ET.pdf |
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| Institution: | Singapore Management University |
| Language: | English |