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

PDF
MPRA_paper_8838.pdf Download (137kB)  Preview 
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.
Item Type:  MPRA Paper 

Original Title:  Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips 
Language:  English 
Keywords:  slowly varying regressors; central limit theorem; $L_p$approximability 
Subjects:  C  Mathematical and Quantitative Methods > C0  General > C02  Mathematical Methods C  Mathematical and Quantitative Methods > C0  General > C01  Econometrics 
Item ID:  8838 
Depositing User:  Kairat Mynbaev 
Date Deposited:  23. May 2008 16:31 
Last Modified:  19. Feb 2013 01:02 
References:  Aljan\v{c}i\'{c}, S., R. Bojani\'{c} \& M. Tomi\'{c} (1955) Deux th\'{e}or\`{e}mes relatifs au comportement asymptotique des s\'{e}ries trigonom\'{e}triques. \textit{Zbornik Radova Matemati\v{c}ki Institut SANU} 43, 1526. Mynbaev, K.T. (2001) $L_{p}$approximable sequences of vectors and limit distribution of quadratic forms of random variables. \textit{Advances in Applied Mathematics} 26, 302329. Mynbaev, K.T. (2007) Tools for econometrician's toolbox: Working with deterministic regressors (unpublished). Phillips, P.C.B. (2007) Regression with slowly varying regressors and nonlinear trends. \textit{Econometric Theory} 23, 557614. Seneta, E. (1985) Pravil$^{\prime}$no menyayushchiesya funktsii. (Russian) [Regularly varying functions] With appendices by Shiganov and Zolotarev. ``Nauka'', Moscow. 
URI:  https://mpra.ub.unimuenchen.de/id/eprint/8838 