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...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: PHILLIPS, Peter C. B.
التنسيق: text
اللغة:English
منشور في: Institutional Knowledge at Singapore Management University 2007
الموضوعات:
Large deviations
Orthogonal polynomials
density estimator
Econometrics
الوصول للمادة أونلاين: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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المؤسسة: Singapore Management University
اللغة: English

الانترنت

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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