Exact tests in single equation autoregressive distributed lag models

A-Tier

Journal: Journal of Econometrics

Year: 1997

Volume: 80

Issue: 2

Pages: 325-353

Authors (2)

Kiviet, Jan F. (Universiteit van Amsterdam) Dufour, Jean-Marie (not in RePEc)

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