Home Study Exercise (E1)O&W3.46(a)and(c) (t) and y(t) are continuous-time periodic signals with a period= To and Fourier series representations given b
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