Corrigendum to 'The second-order bias and mean squared error of nonlinear estimators' [Journal of Econometrics 75(2) (1996) 369-395]

摘要

The papei "The second-order bias and mean squared enor of nonlinear estimators" by Paul Rilstone, V.K. Srivastava and Aman Ullah appeared in the Journal of Econometrics, Volume 75, Issue 2, December 1996, pp 369-395 V.K. Srivastava passed away in 2001. Our papei will be referred to here as RSU and it studied the bias and mean squared error of a class of nonlinear estimators There is an error in the term v_3 on p 377 which appears in the expression for the mean squared enor, M(β), of Proposition 3 4on p 378.