LM Tests for a Unit Root in the Presence of Deterministic Trends.

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 1992

Volume: 54

Issue: 3

Pages: 257-87

Authors (2)

Schmidt, Peter (Michigan State University) Phillips, C B Peter (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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