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Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips

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Author Info
Mynbaev, Kairat

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Abstract

Standardized slowly varying regressors are shown to be $L_p$-approximable. This fact allows one to relax the assumption on linear processes imposed in central limit results by P.C.B. Phillips, as well as provide alternative proofs for some other statements.

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File URL: http://mpra.ub.uni-muenchen.de/8838/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 8838.

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Date of creation: 01 Sep 2007
Date of revision: 23 May 2008
Handle: RePEc:pra:mprapa:8838

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Related research
Keywords: slowly varying regressors central limit theorem $L_p$-approximability

Find related papers by JEL classification:
C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

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  1. Phillips, Peter C.B., 2007. "Regression With Slowly Varying Regressors And Nonlinear Trends," Econometric Theory, Cambridge University Press, vol. 23(04), pages 557-614, April. [Downloadable!]
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