Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 133

Issue: 2

Pages: 673-702

Authors (3)

Andrews, Donald W.K. (Yale University) Lieberman, Offer (not in RePEc) Marmer, Vadim (University of British Columbia)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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