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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

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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
Information
Econometric Theory , Volume 4 , Issue 3 , December 1988 , pp. 547
Copyright
Copyright © Cambridge University Press 1988 

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