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  • Search: subject:"OLS estimator asymptotics"
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OLS estimator asymptotics 1 autoregression 1 deterministic trend 1
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Mynbaev, Kairat 1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends
Mynbaev, Kairat - Volkswirtschaftliche Fakultät, … - 2003
We propose a general method of modeling deterministic trends for autoregressions. The method relies on the notion of $L_2$-approximable regressors previously developed by the author. Some facts from the theory of functions play an important role in the proof. In its present form, the method...
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