Nonstationarity-extended local Whittle estimation

A-Tier

Journal: Journal of Econometrics

Year: 2007

Volume: 141

Issue: 2

Pages: 1353-1384

Authors (3)

Abadir, Karim M. (not in RePEc) Distaso, Walter (not in RePEc) Giraitis, Liudas (Queen Mary University of Londo...)

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