AMENDMENTS AND CORRECTIONS

Abstract

‘A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determination’ Dr B. M. Pötscher has pointed out that there is a lacuna in the proof of Theorem 2 presented in this paper in the sense that it relies upon a previously unsubstantiated statement, namely that σ 2 (p.p) (.)is monotonically nonincreasing in p . In actual fact the quantities σ 2 (p.p) (.) are strictly decreasing in p for p < max (p o , q o ). A formal proof of this heuristically appealing result, which is by no means trivial, is given by Pötscher (1990), and, thereby, the conclusions of this paper are rigorously restored.