修正与勘误

Amendments and Corrections

Biometrika · 2006
被引 0
ABS 4

中文导读

本文更正了之前论文附录中遗漏的一项计算,导致方差公式中的常数从18改为6,但方差仍高于最小二乘估计。

Abstract

10.1093/biomet/93.2.411 Arising from an omitted term in a calculation in the Appendix, variance formulae in the paper should be adjusted. In particular, the constants in the numerators of equations (2·4) and (2·15) should be 6 rather than 18. Variances are, however, still higher than in the case of least-squares estimators. The changes are implied by the following corrections to the Appendix. On p. 423, 2cδΔ′cos(ω(k)) should be included within braces on lines 11 and 17, and 2cδΔ′sin(ω(k)) should be added within braces on lines 12 and 18, leading to the extra term 2cm−3/2{Δ′sin(ω(k))γsin(k) + Δ′cos(ω(k))γcos(k)} on line 21. We are grateful to Barry Quinn for drawing our attention to this error.

统计学数学计量经济学