Critical bounds for MA(2) and MA(3) processes

C-Tier

Journal: Economics Letters

Year: 1988

Volume: 27

Issue: 2

Pages: 133-140

Authors (3)

Lane, J. A. (not in RePEc) Ceuppens, P. R. (not in RePEc) Peel, D. A. (Lancaster University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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