Ackerberg, Daniel; Geweke, John; Hahn, Jinyong - In: Econometrica 77 (2009) 6, pp. 2009-2017
We show by counterexample that Proposition 2 in Fernandez-Villaverde, Rubio-RamÌrez, and Santos (Econometrica (2006), 74, 93-119) is false. We also show that even if their Proposition 2 were corrected, it would be irrelevant for parameter estimates. As a more constructive contribution, we...
