Forecasting costs incurred from unit differencing fractionally integrated processes

B-Tier

Journal: International Journal of Forecasting

Year: 1994

Volume: 10

Issue: 4

Pages: 507-514

Authors (2)

Smith, Jeremy (University of Warwick) Yadav, Sanjay (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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