The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2000
Volume: 62
Issue: 2
Pages: 293-304

Authors (1)

A. M. R. Taylor (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Technical Details

RePEc Handle
repec:bla:obuest:v:62:y:2000:i:2:p:293-304
Journal Field
General
Author Count
1
Added to Database
2026-01-29