Mynbaev, Kairat T. - In: Econometric Theory 25 (2009) 03, pp. 748-763
Standardized slowly varying regressors are shown to be <italic>L</italic>-approximable. This fact allows us to provide alternative proofs of asymptotic expansions of nonstochastic quantities and central limit results due to P.C.B. Phillips, under a less stringent assumption on linear processes. The recourse to...