Ch. 20 Processes with Deterministic Trends 1 Traditional Asymptotic Results of OlS Suppose a linear regression model with stochastic regressor given by Y=x!3+e,t=1,2,…,T,;B∈R or in matrix form y=xB+E We are interested in the asymptotic properties such as consistency and limiting

1. Learn/master new words and expressions, and be able to use them in actual situations 2. Grasp the main idea of the text and be able to answer the related questions 3. Develop the students' ability of listening and speaking 4. Cultivate proper habits in reading and writing

1. Learn/master new words and expressions, and be able to use them in actual situations 2. Grasp the main idea of the text and be able to answer the related questions 3. Develop the students' ability of listening and speaking 4. Cultivate proper habits in reading and writing

1. Learn/master new words and expressions, and be able to use them in actual situations 2. Grasp the main idea of the text, and be able to answer the related questions 3. Develop the students' ability of listening and speaking 4. Cultivate proper habits in reading and writing

1. Learn/master new words and expressions and be able to use them in actual situations 2. Grasp the main idea of the text, and be able to answer the related questions 3. Develop the students'ability of listening and speaking 4. Cultivate proper habits in reading and writing

1. Learn/master new words and expressions, and be able to use them in actual situations 2. Grasp the main idea of the text and be able to answer the related questions 3. Develop the students' ability of listening and speaking 4. Cultivate proper habits in reading and writing

1. Learn/master new words and expressions and be able to use them in actual situations 2. Grasp the main idea of the text and be able to answer the related questions 3. Develop the students'ability of listening and speaking 4. Cultivate proper habits in reading and writing

Ch. 15 Forecasting Having considered in Chapter 14 some of the properties of ARMA models, we now show how they may be used to forecast future values of an observed time series. For the present we proceed as if the model were known ecactly Forecasting is an important concept for the studies of time series analysis. In the scope of regression model we usually

1. Learn/master new words and expressions, and be able to use them in actual situations 2. Grasp the main idea of the text and be able to answer the related questions 3. Develop the students' ability of listening and speaking 4. Cultivate proper habits in reading and writing

1. Learn/master new words and expressions, and be able to use them in actual situations 2. Grasp the main idea of the text and be able to answer the related questions 3. Develop the students' ability of listening and speaking 4. Cultivate proper habits in reading and writing