Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
In this paper, the authors analyze a model selection strategy for periodic autoregressive time-series processes. It involves autoregressive order selection and tests for unit roots at the (non-)seasonal frequencies. The strategy is evaluated using Monte Carlo replications and it is applied to several quarterly U.K. macroeconomic time series. Copyright 1994 by Blackwell Publishing Ltd