‘Bias of some commonly-used time series estimates’
《若干常用时间序列估计量的偏差》更正
In formula (415) the term 2 −a, +3a2 should be replaced with 2 + 5a2 with a corresponding adjustment in the last component of (4-20) which therefore should read This adjustment leads to an improved fit between simulated and theoretical results for least squares estimates. Our results have subsequently been substantiated and extended by A. M. Walker in an as yet unpublished conference paper and by Paulsen & Tjostheim (1984).