Estimation of a linear regression model with stationary ARMA(p, q) errors

A-Tier
Journal: Journal of Econometrics
Year: 1991
Volume: 47
Issue: 2-3
Pages: 333-357

Authors (2)

Zinde-Walsh, Victoria (McGill University) Galbraith, John W. (McGill University)

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

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Technical Details

RePEc Handle
repec:eee:econom:v:47:y:1991:i:2-3:p:333-357
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25