联合数据生成过程的非参数时间序列估计与向量自回归(计量经济学理论1(1985):27–52)

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

Econometric Theory · 1988
被引 0
人大 A-ABS 4

中文导读

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。

Abstract

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.

非参数时间序列估计联合数据生成过程向量自回归