A minimum distance estimator for long-memory processes

A-Tier

Journal: Journal of Econometrics

Year: 1996

Volume: 71

Issue: 1-2

Pages: 249-264

Authors (3)

Tieslau, Margie A. (not in RePEc) Schmidt, Peter (Michigan State University) Baillie, Richard T. (Michigan State University)

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