Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

A-Tier

Journal: Journal of Econometrics

Year: 2000

Volume: 99

Issue: 2

Pages: 255-289

Authors (2)

Dufour, Jean-Marie (McGill University) Torres, Olivier (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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