Mean shifts, unit roots and forecasting seasonal time series

B-Tier

Journal: International Journal of Forecasting

Year: 1997

Volume: 13

Issue: 3

Pages: 357-368

Authors (3)

Paap, Richard (Erasmus Universiteit Rotterdam) Franses, Philip Hans (Erasmus Universiteit Rotterdam) Hoek, Henk (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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