An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors

A-Tier

Journal: Journal of Econometrics

Year: 1983

Volume: 22

Issue: 3

Pages: 291-300

Authors (2)

Fomby, Thomas B. (Southern Methodist University) Guilkey, David K. (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