Nonlinear estimation using estimated cointegrating relations

A-Tier
Journal: Journal of Econometrics
Year: 2001
Volume: 101
Issue: 1
Pages: 109-122

Authors (1)

de Jong, Robert M. (Ohio State University)

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:101:y:2001:i:1:p:109-122
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25