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

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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Year of publication:	2007-09-01
Authors:	Mynbaev, Kairat
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	slowly varying regressors \| central limit theorem \| $L_p$-approximability

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C02 - Mathematical Methods ; C01 - Econometrics
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005260160