Testing Time-Series Stationarity Against an Alternative Whose Mean Is Periodic

C-Tier

Journal: Macroeconomic Dynamics

Year: 2001

Volume: 5

Issue: 3

Pages: 380-412

Authors (2)

Hinich, Melvin A. Wild, Phillip (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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