Misspecification of the breaking date in segmented trend variables: effect on the unit root tests

C-Tier

Journal: Economics Letters

Year: 1999

Volume: 65

Issue: 3

Pages: 301-307

Authors (2)

Montanes, Antonio (Universidad de Zaragoza) Olloqui, Irene (not in RePEc)

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