Using bivariate autoregressive representations in testing exact expectations relations

C-Tier

Journal: Economics Letters

Year: 1988

Volume: 28

Issue: 4

Pages: 343-349

Authors (2)

Levy, E. (not in RePEc) Nobay, A. R. (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