Gaussian semiparametric estimation of multivariate fractionally integrated processes

A-Tier
Journal: Journal of Econometrics
Year: 2007
Volume: 137
Issue: 2
Pages: 277-310

Authors (1)

Shimotsu, Katsumi (University of Tokyo)

Score contribution per author:

4.022 = (α=2.01 / 1 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:137:y:2007:i:2:p:277-310
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29