A consistent nonparametric test for linearity of AR(p) models

C-Tier
Journal: Economics Letters
Year: 1997
Volume: 55
Issue: 1
Pages: 53-59

Authors (2)

Fan, Yanqin (not in RePEc) Li, Qi (Texas A&M University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:55:y:1997:i:1:p:53-59
Journal Field
General
Author Count
2
Added to Database
2026-01-25