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.

Item Type: | MPRA Paper |
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Original Title: | The strengths and weaknesses of L2 approximable regressors |

Language: | English |

Keywords: | L2-approximable regressors; linear regression; OLS estimator; central limit theorem; asymptotic theory |

Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General C - Mathematical and Quantitative Methods > C0 - General > C02 - Mathematical Methods |

Item ID: | 9056 |

Depositing User: | Kairat Mynbaev |

Date Deposited: | 10 Jun 2008 06:39 |

Last Modified: | 28 Sep 2019 04:17 |

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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/9056 |