Short run and long run causality in time series: inference

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 132

Issue: 2

Pages: 337-362

Authors (3)

Dufour, Jean-Marie (not in RePEc) Pelletier, Denis (North Carolina State Universit...) Renault, Eric

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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