Local asymptotic distribution related to the AR(1) model with dependent errors

A-Tier

Journal: Journal of Econometrics

Year: 1994

Volume: 62

Issue: 2

Pages: 229-264

Authors (2)

Nabeya, Seiji (not in RePEc) Perron, Pierre (Boston University)

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