Nonstationary nonlinear heteroskedasticity

A-Tier
Journal: Journal of Econometrics
Year: 2002
Volume: 110
Issue: 2
Pages: 383-415

Authors (1)

Park, Joon Y. (Indiana University)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:110:y:2002:i:2:p:383-415
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-28