03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression

B-Tier
Journal: Econometric Theory
Year: 2003
Volume: 19
Issue: 1
Pages: 225-226

Authors (1)

Anatolyev, Stanislav (New Economic School (NES))

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Abstract

Consider the following stationary time series regression.

Technical Details

RePEc Handle
repec:cup:etheor:v:19:y:2003:i:01:p:225-226_22
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-24