Tests of stationarity against a change in persistence

A-Tier
Journal: Journal of Econometrics
Year: 2004
Volume: 123
Issue: 1
Pages: 33-66

Authors (2)

Busetti, Fabio (Banca d'Italia) Taylor, A. M. Robert (University of Essex)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:123:y:2004:i:1:p:33-66
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25