Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips
Kairat Mynbaev ()
MPRA Paper from University Library of Munich, Germany
Standardized slowly varying regressors are shown to be $L_p$-approximable. This fact allows one to relax the assumption on linear processes imposed in central limit results by P.C.B. Phillips, as well as provide alternative proofs for some other statements.
Keywords: slowly varying regressors; central limit theorem; $L_p$-approximability (search for similar items in EconPapers)
JEL-codes: C02 C01 (search for similar items in EconPapers)
Date: 2007-09-01, Revised 2008-05-23
New Economics Papers: this item is included in nep-ecm and nep-ets
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