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The strengths and weaknesses of L2 approximable regressors

Mynbaev, Kairat (2001): The strengths and weaknesses of L2 approximable regressors. Published in: Two Essays on Econometrics. Fortaleza: Expressão Gráfica , Vol. 1, (2001): pp. 1-20.

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Abstract

The most part of the paper is about modeling (or approximating) nonstochastic regressors. Examples of regressors which are (not) L2-approximable are given. Applications to central limit theory and OLS estimator asymptotics are provided.

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