Comment on a paper by Singh and Ullah
Robinson, Peter
(1986)
Comment on a paper by Singh and Ullah
Econometric Theory, 2 (1).
pp. 151-152.
ISSN 0266-4666
It is shown that the words ‘far weaker’ used four times by Singh and Ullafa [4] in describing their mixing condition in relation to ones of Robinson [1] for establishing the central limit theorem for nonparametric estimators, should in each case be replaced by theword ‘stronger,’ Singh and Ullah's [4] condition being equivalent to complete independence across time.
| Item Type | Article |
|---|---|
| Departments | Economics |
| DOI | 10.1017/S0266466600011415 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1348 |