Testing the null of stationarity for multiple time series

A-Tier
Journal: Journal of Econometrics
Year: 1998
Volume: 88
Issue: 1
Pages: 41-77

Authors (2)

Choi, In (Sogang University) Chul Ahn, Byung (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:88:y:1998:i:1:p:41-77
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25