Local Whittle estimation of fractional integration and some of its variants

A-Tier
Journal: Journal of Econometrics
Year: 2006
Volume: 130
Issue: 2
Pages: 209-233

Authors (2)

Shimotsu, Katsumi (University of Tokyo) 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:130:y:2006:i:2:p:209-233
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29