Nonparametric Time-Series Estimation of Joint DGP, and Vector Autoregression (Econometric Theory 1 (1985): 27–52)
指出原论文中定理2、3、4的证明存在若干问题,目前尚未找到使这些定理主要结果成立的完整严格条件。
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.