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Conditional and Unconditional Independence

Published online by Cambridge University Press:  11 February 2009

Klaus Pötzelberger
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Econometric Theory , Volume 7 , Issue 3 , September 1991 , pp. 425
Copyright
Copyright © Cambridge University Press 1991

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References

NOTE

1. The authors of the problem require σ(x 1) to be measurable in the statement of their problem, but in their solution, which uses arguments similar to those given by Pötzelberger, show that σ2(x 1) degenerate is, in fact, a necessary and sufficient condition. A proof, which did not completely pick up the error, but is otherwise interesting, has been submitted by M. Rahaman and S.K. Samanta (Trenton State College, USA).