Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips
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References listed on IDEAS
- Mynbaev, Kairat, 2000. "$L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables," MPRA Paper 18447, University Library of Munich, Germany, revised 2001.
- Phillips, Peter C.B., 2007. "Regression With Slowly Varying Regressors And Nonlinear Trends," Econometric Theory, Cambridge University Press, vol. 23(4), pages 557-614, August.
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More about this item
Keywords
slowly varying regressors; central limit theorem; $L_p$-approximability;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-05-31 (Econometrics)
- NEP-ETS-2008-05-31 (Econometric Time Series)
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