The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 132

Issue: 1

Pages: 195-229

Authors (2)

Corradi, Valentina (not in RePEc) Swanson, Norman R. (Rutgers University-New Brunswi...)

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