Mynbaev, Kairat (2003): Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends. Published in: Communications in Statisticsâ€”Theory and Methods , Vol. 35, (2006): pp. 499520.

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Abstract
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 encompasses slowly growing regressors, such as logarithmic trends, and leaves open the case of polynomial trends.
Item Type:  MPRA Paper 

Original Title:  Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends 
Language:  English 
Keywords:  autoregression; deterministic trend; OLS estimator asymptotics 
Subjects:  C  Mathematical and Quantitative Methods > C0  General > C02  Mathematical Methods C  Mathematical and Quantitative Methods > C2  Single Equation Models; Single Variables > C22  TimeSeries Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models C  Mathematical and Quantitative Methods > C0  General > C01  Econometrics 
Item ID:  18448 
Depositing User:  Kairat Mynbaev 
Date Deposited:  08. Nov 2009 06:36 
Last Modified:  17. Feb 2013 19:05 
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URI:  http://mpra.ub.unimuenchen.de/id/eprint/18448 