Regression with Slowly Varying Regressors and Nonlinear Trends

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...

Full description

Saved in:
Bibliographic Details
Main Author: PHILLIPS, Peter C. B.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
Subjects:
Large deviations
Orthogonal polynomials
density estimator
Econometrics
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
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English
Be the first to leave a comment!
You must be logged in first

Similar Items