A semiparametric two-step estimator in a multivariate long memory model

A-Tier
Journal: Journal of Econometrics
Year: 1999
Volume: 90
Issue: 1
Pages: 129-153

Authors (1)

Lobato, Ignacio N. (Instituto Tecnólogico Autónomo...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:90:y:1999:i:1:p:129-153
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25