Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

C-Tier

Journal: Economic Modeling

Year: 2002

Volume: 19

Issue: 1

Pages: 65-90

Authors (2)

Brooks, Chris (University of Reading) Rew, Alistair G. (not in RePEc)

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