Subsampling for heteroskedastic time series

A-Tier

Journal: Journal of Econometrics

Year: 1997

Volume: 81

Issue: 2

Pages: 281-317

Authors (3)

Politis, D. N. (not in RePEc) Romano, Joseph P. (not in RePEc) Wolf, Michael (Universität Zürich)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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