A diagnostic check for model specification : An application to the yen-dollar exchange rate

C-Tier

Journal: Economics Letters

Year: 1990

Volume: 33

Issue: 1

Pages: 69-73

Authors (3)

Neftci, Salih N. McNelis, Paul D. (Boston College) Harrison, Michael J. (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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