Regressions with asymptotically collinear regressors

DOI10.1111/j.1368-423X.2010.00334.xzbMath1218.62069OpenAlexW1890098535MaRDI QIDQ3018507

Kairat T. Mynbaev

Publication date: 27 July 2011

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00334.x

zbMATH Keywords

asymptotic distributionOLS estimator\(L_p\)-approximabilityasymptotically collinear regressors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)

Cites Work

• Asymptotic theory of nonlinear least squares estimation
• Log-periodogram regression of time series with long range dependence
• REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
• Short‐Memory Linear Processes and Econometric Applications
• CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: L_P -APPROXIMABILITY VERSUS BROWNIAN MOTION
• Third order extended regular variation
• The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
• \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables

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