Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution

B-Tier
Journal: Econometric Theory
Year: 2005
Volume: 21
Issue: 3
Pages: 665-666

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

Let α* be any basis of col(Π) and β* be any basis of col(Π′); we note col(α⊥) = col(α*⊥), col(β⊥) = col(β*⊥) so no distinction is made between α⊥ and α*⊥, β⊥ and β*⊥ in the following discussion.

Technical Details

RePEc Handle
repec:cup:etheor:v:21:y:2005:i:03:p:665-666_05
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-28