The spurious effect of unit roots on vector autoregressions : An analytical study

A-Tier

Journal: Journal of Econometrics

Year: 1993

Volume: 59

Issue: 3

Pages: 229-255

Authors (2)

Toda, Hiro Y. (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