The strengths and weaknesses of L2 approximable regressors
AbstractThe most part of the paper is about modeling (or approximating) nonstochastic regressors. Examples of regressors which are (not) L2-approximable are given. Applications to central limit theory and OLS estimator asymptotics are provided.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 9056.
Date of creation: 2001
Date of revision:
L2-approximable regressors; linear regression; OLS estimator; central limit theorem; asymptotic theory;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
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