Co-integration and trend-stationarity in macroeconomic time series : Evidence from the likelihood function

A-Tier
Journal: Journal of Econometrics
Year: 1992
Volume: 52
Issue: 3
Pages: 347-370

Authors (1)

DeJong, David N. (University of Pittsburgh)

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

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Technical Details

RePEc Handle
repec:eee:econom:v:52:y:1992:i:3:p:347-370
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25