The Durbin-Watson ratio under infinite-variance errors

A-Tier
Journal: Journal of Econometrics
Year: 1991
Volume: 47
Issue: 1
Pages: 85-114

Authors (2)

Phillips, Peter C. B. (Singapore Management Universit...) Loretan, Mico (Schweizerische Nationalbank (S...)

Score contribution per author:

2.011 = (α=2.01 / 2 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:47:y:1991:i:1:p:85-114
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25