Hostname: page-component-848d4c4894-2xdlg Total loading time: 0 Render date: 2024-06-24T17:00:22.155Z Has data issue: false hasContentIssue false

Nonparametric Time-Series Estimation of Joint DGP, and Vector Autoregression (Econometric Theory 1 (1985): 27–52)

Published online by Cambridge University Press:  18 October 2010

Extract

Several problems with the proofs of Theorems 2, 3, and 4 given in the above article were drawn to our attention by Professor P. M. Robinson. A complete and rigorous set of conditions under which the main results of these theorems hold has not been found yet.

Type
Correction
Copyright
Copyright © Cambridge University Press 1988 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)