Estimation of a non-invertible moving average process : The case of overdifferencing

A-Tier
Journal: Journal of Econometrics
Year: 1977
Volume: 6
Issue: 2
Pages: 199-224

Authors (2)

Plosser, Charles I. Schwert, G. William (University of Rochester)

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:6:y:1977:i:2:p:199-224
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29