The strengths and weaknesses of L2 approximable regressors
Kairat Mynbaev ()
MPRA Paper from University Library of Munich, Germany
The most part of the paper is about modeling (or approximating) nonstochastic regressors. Examples of regressors which are (not) L2-approximable are given. Applications to central limit theory and OLS estimator asymptotics are provided.
Keywords: L2-approximable regressors; linear regression; OLS estimator; central limit theorem; asymptotic theory (search for similar items in EconPapers)
JEL-codes: C13 C12 C02 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:9056
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