Selection of the break in the Perron-type tests

A-Tier

Journal: Journal of Econometrics

Year: 2005

Volume: 129

Issue: 1-2

Pages: 41-64

Authors (3)

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

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