On the misuse of forecast errors to distinguish between level and first difference specifications

C-Tier

Journal: Economics Letters

Year: 1987

Volume: 23

Issue: 2

Pages: 173-176

Authors (2)

Goldfeld, Stephen M. (not in RePEc) Sichel, Daniel E. (Wellesley College)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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