Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation

A-Tier

Journal: Journal of Econometrics

Year: 1994

Volume: 62

Issue: 2

Pages: 415-442

Authors (3)

Ghysels, Eric (University of North Carolina-C...) Lee, Hahn S. (Sogang University) Noh, Jaesum (not in RePEc)

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