Higher order approximations for Wald statistics in time series regressions with integrated processes

A-Tier
Journal: Journal of Econometrics
Year: 2002
Volume: 108
Issue: 1
Pages: 157-198

Authors (2)

Xiao, Zhijie (Boston College) Phillips, Peter C. B. (Singapore Management Universit...)

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

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Technical Details

RePEc Handle
repec:eee:econom:v:108:y:2002:i:1:p:157-198
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29