Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey–fuller Tests: a Simulation Study

C-Tier
Journal: The Manchester School
Year: 2008
Volume: 76
Issue: 5
Pages: 528-538

Authors (1)

ARTUR C. B. DA SILVA LOPES

Score contribution per author:

1.009 = (α=2.02 / 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:bla:manchs:v:76:y:2008:i:5:p:528-538
Journal Field
General
Author Count
1
Added to Database
2026-02-08