The strengths and weaknesses of L2 approximable regressors
The 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.
|Date of creation:||2001|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Eugene Canjels & Mark W. Watson, 1997.
"Estimating Deterministic Trends In The Presence Of Serially Correlated Errors,"
The Review of Economics and Statistics,
MIT Press, vol. 79(2), pages 184-200, May.
- Eugene Canjels & Mark W. Watson, 1994. "Estimating Deterministic Trends in the Presence of Serially Correlated Errors," NBER Technical Working Papers 0165, National Bureau of Economic Research, Inc.
- Eugene Canjels & Mark W. Watson, 1994. "Estimating deterministic trends in the presence of serially correlated errors," Working Paper Series, Macroeconomic Issues 94-19, Federal Reserve Bank of Chicago.
- Timothy J. Vogelsang, 1998. "Trend Function Hypothesis Testing in the Presence of Serial Correlation," Econometrica, Econometric Society, vol. 66(1), pages 123-148, January.
- Bai, Jushan & Lumsdaine, Robin L & Stock, James H, 1998.
"Testing for and Dating Common Breaks in Multivariate Time Series,"
Review of Economic Studies,
Wiley Blackwell, vol. 65(3), pages 395-432, July.
- Tom Doan, . "RATS program to demonstrate Bai, Lumsdaine, Stock common breaks in VAR," Statistical Software Components RTZ00171, Boston College Department of Economics.
When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:9056. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ekkehart Schlicht)
If references are entirely missing, you can add them using this form.