Testing for cointegration using principal components methods

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 1988
Volume: 12
Issue: 2-3
Pages: 205-230

Authors (2)

Phillips, P. C. B. (Singapore Management Universit...) Ouliaris, S. (International Monetary Fund (I...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:dyncon:v:12:y:1988:i:2-3:p:205-230
Journal Field
Macro
Author Count
2
Added to Database
2026-01-26