The strengths and weaknesses of L2 approximable regressors

Kairat Mynbaev

MPRA Paper from University Library of Munich, Germany

Abstract: 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: C02 C12 C13 (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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