A simple approach to the parametric estimation of potentially nonstationary diffusions

A-Tier

Journal: Journal of Econometrics

Year: 2007

Volume: 137

Issue: 2

Pages: 354-395

Authors (2)

Bandi, Federico M. (not in RePEc) 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