Linear transformations of vector ARMA processes

A-Tier
Journal: Journal of Econometrics
Year: 1984
Volume: 26
Issue: 3
Pages: 283-293

Authors (1)

Lutkepohl, Helmut (DIW Berlin (Deutsches Institut...)

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:26:y:1984:i:3:p:283-293
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25