REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
نویسندگان
چکیده
منابع مشابه
REGRESSIONS WITH TWO SLOWLY VARYING REGRESSORS 1 Regressions with Two Slowly Varying Regressors: Hidden Discontinuities in Asymptotic Behavior
Asymptotic behavior of the OLS estimator for regressions with two slowly varying regressors is studied. It is shown that the asymptotic distribution may belong to one of four types depending on the relative rates of growth of the regressors. The paper expands and corrects recent results by P.C.B.Phillips (2007).
متن کاملCensored Regression Quantiles with Endogenous Regressors
This paper develops a semiparametric method for estimation of the censored regression model when some of the regressors are endogenous (and continuously distributed) and instrumental variables are available for them. A “distributional exclusion” restriction is imposed on the unobservable errors, whose conditional distribution is assumed to depend on the regressors and instruments only through a...
متن کاملVery Slowly Varying Functions
A real-valued function f of a real variable is said to be (p-slowly varying ((p-s .v.) if limn_ . rp (x) [ f (x + a) f (x)] = 0 for each a. It is said to be uniformly 9-slowly varying (u . (P-s .v .) if limn-. . sup, e r rp(x) ; f (x-a) f (x)I =0 for every bounded interval I. It is supposed throughout that rp is positive and increasing . It is proved that if w increases rapidly enough, then eve...
متن کاملCosmologies from Nonlinear Multidimensional Gravity with Acceleration and Slowly Varying G
We consider multidimensional gravity with a Lagrangian containing the Ricci tensor squared and the Kretschmann invariant. In a Kaluza-Klein approach with a single compact extra space of arbitrary dimension, with the aid of a slow-change approximation (as compared with the Planck scale), we build a class of spatially flat cosmological models in which both the observed scale factor a(τ) and the e...
متن کاملAdditive Regression Splines With Irrelevant Categorical and Continuous Regressors
We consider the problem of estimating a relationship using semiparametric additive regression splines when there exist both continuous and categorical regressors, some of which are irrelevant but this is not known a priori. We show that choosing the spline degree, number of subintervals, and bandwidths via cross-validation can automatically remove irrelevant regressors, thereby delivering ‘auto...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Econometric Theory
سال: 2007
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466607070260