Quantiles for t-statistics based on M-estimators of unit roots

C-Tier

Journal: Economics Letters

Year: 2000

Volume: 67

Issue: 2

Pages: 131-137

Authors (2)

Abadir, Karim M. (not in RePEc) Lucas, Andre (Vrije Universiteit Amsterdam)

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