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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

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Abstract

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
Official URL: http://journals.cambridge.org/action/displayJourna...
Additional Information: © 1986 Cambridge University Press
Library of Congress subject classification: H Social Sciences > HB Economic Theory
Journal of Economic Literature Classification System: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods
Sets: Departments > Economics
Collections > Economists Online
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/1348/

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