System estimators of cointegrating matrix in absence of normalising information

A-Tier

Journal: Journal of Econometrics

Year: 1998

Volume: 85

Issue: 2

Pages: 317-337

Authors (1)

Minxian, Yang (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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