Properties of nonlinear transformations of fractionally integrated processes

A-Tier
Journal: Journal of Econometrics
Year: 2002
Volume: 110
Issue: 2
Pages: 113-133

Authors (2)

Dittmann, Ingolf (not in RePEc) Granger, Clive W. J.

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

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Technical Details

RePEc Handle
repec:eee:econom:v:110:y:2002:i:2:p:113-133
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25