Bootstrapping cointegrating regressions

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 133

Issue: 2

Pages: 703-739

Authors (3)

Chang, Yoosoon (not in RePEc) Park, Joon Y. (Indiana University) Song, Kevin (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