Unit roots in the Nelson-Plosser data: Do they matter for forecasting?

B-Tier
Journal: International Journal of Forecasting
Year: 1996
Volume: 12
Issue: 2
Pages: 283-288

Authors (2)

Franses, Philip Hans (Erasmus Universiteit Rotterdam) Kleibergen, Frank (Universiteit van Amsterdam)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:intfor:v:12:y:1996:i:2:p:283-288
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25