On the order of magnitude of sums of negative powers of integrated processes created by Benedikt M. Pötscher

By:

Pötscher, Benedikt M author

Material type: Text

TextSeries: Econometric theory ; Volume 29, number 3,Cambridge: Cambridge University Press, 2013Content type:

text

Media type:

unmediated

Carrier type:

volume

ISSN:

02664666

Subject(s):

LOC classification:

HB139.T52 ECO

Online resources:

Click here to access online

Abstract: Upper and lower bounds on the order of magnitude of , where xt is an integrated process, are obtained. Furthermore, upper bounds for the order of magnitude of the related quantity , where vt are random variables satisfying certain conditions, are also derived.

Reviews from LibraryThing.com:

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Vol info	Copy number	Status	Notes	Date due	Barcode
Journal Article	Main Library - Special Collections	HB139.T52 ECO (Browse shelf(Opens below))	Vol. 29, no.3 (pages 642-658)	SP17539	Not for loan	For In House Use Only

Browsing Main Library shelves, Shelving location: - Special Collections Close shelf browser (Hides shelf browser)

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	HB139.T52 ECO The ET interview	HB139.T52 ECO ET interview with Herman Bierens	HB139.T52 ECO A fixed-b perspective on the Phillips-Perron unit root tests	HB139.T52 ECO On the order of magnitude of sums of negative powers of integrated processes	HB139.T52 ECO Semiparametric functional coefficient models with integrated covariates	HB139.T52 ECO Nonparametric estimation of regression functions with discrete regressors	HB139.T52 ECO On Markov-switching ARMA processes stationarity, existence of moments, and geometric ergodicity	Next

Upper and lower bounds on the order of magnitude of , where xt is an integrated process, are obtained. Furthermore, upper bounds for the order of magnitude of the related quantity , where vt are random variables satisfying certain conditions, are also derived.

There are no comments on this title.

to post a comment.

here