A simple nonlinear time series model with misleading linear properties

C-Tier
Journal: Economics Letters
Year: 1999
Volume: 62
Issue: 2
Pages: 161-165

Authors (2)

Granger, Clive W. J. Terasvirta, Timo (Aarhus Universitet)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:eee:ecolet:v:62:y:1999:i:2:p:161-165
Journal Field
General
Author Count
2
Added to Database
2026-01-25