Unit root tests with level shift in the presence of GARCH

C-Tier
Journal: Economics Letters
Year: 1995
Volume: 49
Issue: 2
Pages: 125-130

Authors (1)

Hecq, Alain (Maastricht University)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:eee:ecolet:v:49:y:1995:i:2:p:125-130
Journal Field
General
Author Count
1
Added to Database
2026-02-02