Structural breaks with deterministic and stochastic trends

A-Tier

Journal: Journal of Econometrics

Year: 2005

Volume: 129

Issue: 1-2

Pages: 65-119

Authors (2)

Perron, Pierre (Boston University) Zhu, Xiaokang (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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