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Short-Memory Linear Processes and Econometric Applications (Mynbaev/Linear Processes and Econometrics) || References

โœ Scribed by Mynbaev, Kairat T.


Publisher
John Wiley & Sons, Inc.
Year
2011
Weight
66 KB
Category
Article
ISBN
0470924195

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โœฆ Synopsis


Amemiya, T. 1976

. The maximum likelihood, the minimum chi-square and the nonlinear weighted leastsquares estimator in the general qualitative response model.


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Short-Memory Linear Processes and Econom
โœ Mynbaev, Kairat T. ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley & Sons, Inc. โš– 335 KB ๐Ÿ‘ 1 views

CONTI NUING FROM Chapter 1, general tools from the theory of L p spaces and probabilities are reviewed, up to martingale CLTs. This, together with the material of Chapter 2, provides us with a launch pad for CLTs for weighted sums of random variables, where those variables are initially m.d.'s and t