Munich Personal RePEc Archive

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

Mynbaev, Kairat (2007): Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips.

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Abstract

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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