Testing cointegrating coefficients in vector autoregressive error correction models

C-Tier

Journal: Economics Letters

Year: 1998

Volume: 58

Issue: 1

Pages: 1-5

Authors (3)

Hansen, Gerd (not in RePEc) Kim, Jeong-Ryeol (not in RePEc) Mittnik, Stefan (Ludwig-Maximilians-Universität...)

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