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Cover Art
E-RESOURCE
Author Mynbaev, K. T. (Kaĭrat Turysbekovich)

Title Short-memory linear processes and econometric applications / Kairat T. Mynbaev.

Published Hoboken, N.J. : Wiley, 2011.

Copies

Location Call No. Status
 UniM INTERNET resource    AVAILABLE
Physical description xix, 429 pages : illustrations
polychrome rdacc
Bibliography Includes bibliographical references and index.
Contents 1 Introduction to Operators, Probabilities and The Linear Model 1 -- 1.1 Linear Spaces 1 -- 1.2 Normed Spaces 3 -- 1.3 Linear Operators 6 -- 1.4 Hilbert Spaces 9 -- 1.5 L<sub>p</sub> Spaces 13 -- 1.6 Conditioning on σ-fields 18 -- 1.7 Matrix Algebra 21 -- 1.8 Convergence of Random Variables 24 -- 1.9 Linear Model 29 -- 1.10 Normalization of Regressors 32 -- 1.11 General Framework in the case of K Regressors 35 -- 1.12 Introduction to L₂-Approximability 40 -- 2 Lp-Approximable Sequences of Vectors 45 -- 2.1 Discretization, Interpolation and Haar Projector in L<sub>p</sub> 45 -- 2.2 Convergence of Bilinear Forms 49 -- 2.3 Trinity and Its Boundedness in L<sub>p</sub> 54 -- 2.4 Convergence of the Trinity on L<sub>p</sub>-Generated Sequences 57 -- 2.5 Properties of L<sub>p</sub>-Approximable Sequences 68 -- 2.6 Criterion of L<sub>p</sub>-Approximability 71 -- 2.7 Examples and Counterexamples 80 -- 3 Convergence of Linear and Quadratic Forms 89 -- 3.1 General Information 89 -- 3.2 Weak Laws of Large Numbers 93 -- 3.3 Central Limit Theorems for Martingale Differences 94 -- 3.4 Central Limit Theorems for Weighted Sums of Martingale Differences 95 -- 3.5 Central Limit Theorems for Weighted Sums of Linear Processes 102 -- 3.6 L<sub>p</sub>-Approximable Sequences of Matrices 106 -- 3.7 Integral operators 111 -- 3.8 Classes σ<sub>p</sub> 117 -- 3.9 Convergence of Quadratic Forms of Random Variables 122 -- 4 Regressions with Slowly Varying Regressors 131 -- 4.1 Slowly Varying Functions 132 -- 4.2 Phillips Gallery 133 -- 4.3 Slowly Varying Functions with Remainder 143 -- 4.4 Results Based on L<sub>p</sub>-Approximability 149 -- 4.5 Phillips Gallery 2 159 -- 4.6 Regression with Two Slowly Varying Regressors 174 -- 5 Spatial Models 189 -- 5.1 A Math Introduction to Purely Spatial Models 190 -- 5.2 Continuity of Nonlinear Matrix Functions 193 -- 5.3 Assumption on the Error Term and Implications 195 -- 5.4 Assumption on the Spatial Matrices and Implications 198 -- 5.5 Assumption on the Kernel and Implications 201 -- 5.6 Linear and Quadratic Forms Involving Segments of K 205 -- 5.7 Roundabout Road 207 -- 5.8 Aemptotics of the OLS Estimator for Purely Spatial Model 213 -- 5.9 Method of Moments and Maximum Likelihood 217 -- 5.10 Two-Step Procedure 223 -- 5.11 Examples and Computer Simulation 230 -- 5.12 Mixed Spatial Model 236 -- 5.13 Roundabout Road (Mixed Model) 244 -- 5.14 Asymptotic of the OLS Estimator for Mixed Spatial Model 254 -- 6 Convergence Almost Everywhere 265 -- 6.1 Theoretical Background 265 -- 6.2 Various Bounds on Martingale Transforms 270 -- 6.3 Marcinkiewicz-Zygmund Theorems and Related Results 278 -- 6.4 Strong Consistency for Multiple Regression 292 -- 6.5 Softie Algebra Related to Vector Autoregression 300 -- 6.6 Preliminary Analysis 310 -- 6.7 Strong Consistency for Vector Autoregression and Related Results 319 -- 7 Non-Linear Models 339 -- 7.1 Attemptotic Normality of an Abstract Estimator 339 -- 7.2 Convergence of Some Deterministic and Stochastic Expressions 346 -- 7.3 Non-linear Least Squares 358 -- 7.4 Barry Logit Models with Unbounded Explanatory Variables 373 -- 8 Tools for Vector Autoregressions 393 -- 8.1 L<sub>p</sub>-Approximable Sequences of Matrix-Valued Functions 393 -- 8.2 T-Operator and Trinity 397 -- 8.3 Matrix Operations and L<sub>p</sub>-Approximability 400 -- 8.4 Resolvents 402 -- 8.5 Convergence and Bounds for Deterministic Trends 404.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Other author ProQuest (Firm)
Subject Linear programming.
Econometric models.
Regression analysis.
Probabilities.
Electronic books.
ISBN 9780470924198