Estimating the differencing parameter via the partial autocorrelation function

A-Tier
Journal: Journal of Econometrics
Year: 2000
Volume: 97
Issue: 2
Pages: 365-381

Authors (1)

Chong, Terence Tai-Leung (Chinese University of Hong Kon...)

Score contribution per author:

4.036 = (α=2.02 / 1 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:97:y:2000:i:2:p:365-381
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25