Some thoughts on the development of cointegration

A-Tier
Journal: Journal of Econometrics
Year: 2010
Volume: 158
Issue: 1
Pages: 3-6

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

Abstract

This paper describes how the notion of cointegration came about, and discusses some generalizations to indicate where the topic may go next. In particular, some issues in the analysis of possibly cointegrated quantile time series are discussed.

Technical Details

RePEc Handle
repec:eee:econom:v:158:y:2010:i:1:p:3-6
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25