Trend stationarity in the I(2) cointegration model

A-Tier

Journal: Journal of Econometrics

Year: 1999

Volume: 90

Issue: 2

Pages: 265-289

Authors (3)

Rahbek, Anders (Københavns Universitet) Christian Kongsted, Hans (not in RePEc) Jorgensen, Clara (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count