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Biometrika 1990 77(1):235; doi:10.1093/biomet/77.1.235-t
© 1990 by Biometrika Trust
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AMENDMENTS AND CORRECTIONS

‘Testing for a unit root In the presence of moving average errors’

ALASTAIR HALL


  Abstract

The first four lines of page 54 should read as follows.

‘Phillips & Perron (1987) observe that the asymptotic distribution of the ordinary least-squares estimators of the autoregressine parameter in model (5) and its associated t statistic are invariant to whether the model is a random walk with or without drift. By similar reasoning our results for Formula and associated t statistic...’


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