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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

Abstract: 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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