A consistent nonparametric test of ergodicity for time series with applications

A-Tier
Journal: Journal of Econometrics
Year: 2001
Volume: 102
Issue: 2
Pages: 365-398

Authors (2)

Domowitz, Ian (not in RePEc) El-Gamal, Mahmoud A.

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:102:y:2001:i:2:p:365-398
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25