Nonlinear instrumental variable estimation of an autoregression

A-Tier

Journal: Journal of Econometrics

Year: 2004

Volume: 118

Issue: 1-2

Pages: 219-246

Authors (3)

Phillips, Peter C. B. (Singapore Management Universit...) Park, Joon Y. (Indiana University) Chang, Yoosoon (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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