Classical and Bayesian aspects of robust unit root inference

A-Tier

Journal: Journal of Econometrics

Year: 1995

Volume: 69

Issue: 1

Pages: 27-59

Authors (3)

Hoek, Henk (not in RePEc) Lucas, Andre (Vrije Universiteit Amsterdam) van Dijk, Herman K.

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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