Mynbaev, Kairat (2001): The strengths and weaknesses of L2 approximable regressors. Published in: Two Essays on Econometrics. Fortaleza: Expressão Gráfica , Vol. 1, (2001): pp. 120.

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Abstract
The most part of the paper is about modeling (or approximating) nonstochastic regressors. Examples of regressors which are (not) L2approximable are given. Applications to central limit theory and OLS estimator asymptotics are provided.
Item Type:  MPRA Paper 

Original Title:  The strengths and weaknesses of L2 approximable regressors 
Language:  English 
Keywords:  L2approximable 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.unimuenchen.de/id/eprint/9056 