Limit theory for moderate deviations from a unit root

A-Tier

Journal: Journal of Econometrics

Year: 2007

Volume: 136

Issue: 1

Pages: 115-130

Authors (2)

Phillips, Peter C.B. (Singapore Management Universit...) Magdalinos, Tassos (not in RePEc)

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