A simple test for the consistency of dynamic linear regression in rational distributed lag models

C-Tier

Journal: Economics Letters

Year: 1995

Volume: 48

Issue: 3-4

Pages: 235-240

Authors (2)

McClain, Katherine T. (not in RePEc) Wooldridge, Jeffrey M. (Michigan State University)

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