TIME-SERIES-BASED ECONOMETRICS

B-Tier
Journal: Econometric Theory
Year: 1998
Volume: 14
Issue: 3
Pages: 375-378

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

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

Abstract

Since the influential work by Nelson and Plosser (1982) and Engle and Granger (1987), many new and exciting developments have been made in the analysis of time series involving autoregressive unit roots. Hatanaka (1996; hereafter HT) reviewed the literature on unit roots and cointegration up to 1994 and provided new perspectives on this research area.

Technical Details

RePEc Handle
repec:cup:etheor:v:14:y:1998:i:03:p:375-378_14
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25