Structural analysis of vector error correction models with exogenous I(1) variables

A-Tier
Journal: Journal of Econometrics
Year: 2000
Volume: 97
Issue: 2
Pages: 293-343

Authors (3)

Pesaran, M. Hashem (University of Cambridge) Shin, Yongcheol (University of York) Smith, Richard J. (University of Cambridge)

Score contribution per author:

1.341 = (α=2.01 / 3 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:97:y:2000:i:2:p:293-343
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-29