A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model

A-Tier

Journal: Journal of Econometrics

Year: 2004

Volume: 119

Issue: 1

Pages: 45-71

Authors (2)

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

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