Inference in a nearly integrated autoregressive model with nonnormal innovations

A-Tier
Journal: Journal of Econometrics
Year: 1997
Volume: 80
Issue: 2
Pages: 269-286

Authors (2)

Rothenberg, Thomas J. (not in RePEc) Stock, James H. (Harvard University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:80:y:1997:i:2:p:269-286
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29