Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing.

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 1994

Volume: 56

Issue: 3

Pages: 325-53

Authors (2)

Dickey, David A (not in RePEc) Rossana, Robert J (Wayne State University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count