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Regression with Slowly Varying Regressors

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Author Info
Peter C.B. Phillips () (Cowles Foundation, Yale University)

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Abstract

Slowly varying regressors are asymptotically collinear in linear regression. Usual regression formulae for asymptotic standard errors remain valid but rates of convergence are affected and the limit distribution of the regression coefficients is shown to be one dimensional. Some asymptotic representations of partial sums of slowly varying functions and central limit theorems with slowly varying weights are given that assist in the development of a regression theory. Multivariate regression and polynomial regression with slowly varying functions are considered and shown to be equivalent, up to standardization, to regression on a polynomial in a logarithmic trend. The theory involves second, third and higher order forms of slow variation. Some applications to trend regression are discussed.

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File URL: http://cowles.econ.yale.edu/P/cd/d13a/d1310.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1310.

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Length: 45 pages
Date of creation: Jul 2001
Date of revision:
Handle: RePEc:cwl:cwldpp:1310

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Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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Related research
Keywords: Asymptotic expansion; collinearity; Karamata representation; slow variation; smooth variation; trend regression;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

This paper has been announced in the following NEP Reports:

Cited by:
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  1. Patrick Marsh, . "A Measure of Distance for the Unit Root Hypothesis," Discussion Papers 05/02, Department of Economics, University of York. [Downloadable!]
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