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Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips

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  • Mynbaev, Kairat

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.

Suggested Citation

  • Mynbaev, Kairat, 2007. "Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips," MPRA Paper 8838, University Library of Munich, Germany, revised 23 May 2008.
    • Handle: RePEc:pra:mprapa:8838
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    File URL: https://mpra.ub.uni-muenchen.de/8838/1/MPRA_paper_8838.pdf
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    References listed on IDEAS

    as
    1. Phillips, Peter C.B., 2007. "Regression With Slowly Varying Regressors And Nonlinear Trends," Econometric Theory, Cambridge University Press, vol. 23(4), pages 557-614, August.
    2. Mynbaev, Kairat, 2000. "$L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables," MPRA Paper 18447, University Library of Munich, Germany, revised 2001.
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    More about this item

    Keywords

    slowly varying regressors; central limit theorem; $L_p$-approximability;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

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