Strong rules for detecting the number of breaks in a time series

A-Tier

Journal: Journal of Econometrics

Year: 2003

Volume: 117

Issue: 2

Pages: 207-244

Authors (2)

Altissimo, Filippo (Evince Asset Management LP) Corradi, Valentina (not in RePEc)

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