Testing nonlinear forecastability in time series: Theory and evidence from the EMS

C-Tier

Journal: Economics Letters

Year: 1998

Volume: 59

Issue: 1

Pages: 49-63

Authors (2)

Fernandez-Rodriguez, Fernando (not in RePEc) Sosvilla-Rivero, Simon (Universidad Complutense de Mad...)

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