An adaptive empirical likelihood test for parametric time series regression models

A-Tier

Journal: Journal of Econometrics

Year: 2007

Volume: 141

Issue: 2

Pages: 950-972

Authors (2)

Chen, Song Xi (not in RePEc) Gao, Jiti (Monash University)

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