Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1

A-Tier
Journal: Journal of Econometrics
Year: 1980
Volume: 14
Issue: 3
Pages: 365-379

Authors (1)

De Gooijer, Jan G. (Universiteit van Amsterdam)

Score contribution per author:

4.022 = (α=2.01 / 1 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:14:y:1980:i:3:p:365-379
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25