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Corrigendum to “Modified tests for a change in persistence” [J. Econom. 134 (2006) 441–469]
Journal of Econometrics 168 (2012) 407
Contents lists available at SciVerse ScienceDirect
Journal of Econometrics journal homepage: www.elsevier.com/locate/jeconom
Corrigendum to ‘‘Modified tests for a change in persistence’’ [J. Econom. 134 (2006) 441–469] David I. Harvey, Stephen J. Leybourne, A.M. Robert Taylor ∗ School of Economics, University of Nottingham, Nottingham NG7 2RD, UK
article
info
Article history: Received 21 October 2011 Accepted 3 November 2011 Available online 31 January 2012
Four lines below equation (4.4) on page 449, the text ‘‘ . . . is T −1 times . . .’’ should be replaced by ‘‘. . . is ⌊τ T ⌋−1 times . . .’’ Similarly, two lines above equation (4.5) on page 450, the text ‘‘. . . is T −1 times . . .’’ should be replaced by ‘‘. . . is (T − ⌊τ T ⌋)−1 times . . .’’ In addition, the limiting representation given for J1,⌊τ T ⌋ nine lines below equation (4.4) on page 449 should be replaced by
τ J1,⌊τ T ⌋ ⇒ τ
∗
−1
0
Er ,α¯ (τ )2 dr
0
Fr ,α¯ (τ )2 dr
τ
− 1 ≡ Pτ ,α¯ ,
DOI of original article: 10.1016/j.jeconom.2005.07.002. Corresponding author. E-mail address: [email protected] (A.M.R. Taylor).
0304-4076/$ – see front matter © 2012 Elsevier B.V. All rights reserved. doi:10.1016/j.jeconom.2011.11.003
with the text ‘‘where Er ,α¯ (τ ) and Fr ,α¯ (τ ) are, respectively, the residuals from the projection of {Wr′,α¯ }1(r ≤ τ ) onto the spaces spanned by {x(r )} and {x(r ), r k+1 , . . . , r 9 }’’ appearing immediately after this equation. Note, however, that these errors were not replicated in the numerical work presented in the paper; in particular, all of the results reported in Tables 1–7 are unaffected by these changes.
Contents lists available at SciVerse ScienceDirect
Journal of Econometrics journal homepage: www.elsevier.com/locate/jeconom
Corrigendum to ‘‘Modified tests for a change in persistence’’ [J. Econom. 134 (2006) 441–469] David I. Harvey, Stephen J. Leybourne, A.M. Robert Taylor ∗ School of Economics, University of Nottingham, Nottingham NG7 2RD, UK
article
info
Article history: Received 21 October 2011 Accepted 3 November 2011 Available online 31 January 2012
Four lines below equation (4.4) on page 449, the text ‘‘ . . . is T −1 times . . .’’ should be replaced by ‘‘. . . is ⌊τ T ⌋−1 times . . .’’ Similarly, two lines above equation (4.5) on page 450, the text ‘‘. . . is T −1 times . . .’’ should be replaced by ‘‘. . . is (T − ⌊τ T ⌋)−1 times . . .’’ In addition, the limiting representation given for J1,⌊τ T ⌋ nine lines below equation (4.4) on page 449 should be replaced by
τ J1,⌊τ T ⌋ ⇒ τ
∗
−1
0
Er ,α¯ (τ )2 dr
0
Fr ,α¯ (τ )2 dr
τ
− 1 ≡ Pτ ,α¯ ,
DOI of original article: 10.1016/j.jeconom.2005.07.002. Corresponding author. E-mail address: [email protected] (A.M.R. Taylor).
0304-4076/$ – see front matter © 2012 Elsevier B.V. All rights reserved. doi:10.1016/j.jeconom.2011.11.003
with the text ‘‘where Er ,α¯ (τ ) and Fr ,α¯ (τ ) are, respectively, the residuals from the projection of {Wr′,α¯ }1(r ≤ τ ) onto the spaces spanned by {x(r )} and {x(r ), r k+1 , . . . , r 9 }’’ appearing immediately after this equation. Note, however, that these errors were not replicated in the numerical work presented in the paper; in particular, all of the results reported in Tables 1–7 are unaffected by these changes.