Modified tests for a change in persistence

A-Tier
Journal: Journal of Econometrics
Year: 2006
Volume: 134
Issue: 2
Pages: 441-469

Authors (3)

Harvey, David I. (University of Nottingham) Leybourne, Stephen J. (University of Nottingham) Taylor, A.M. Robert (University of Essex)

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

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Technical Details

RePEc Handle
repec:eee:econom:v:134:y:2006:i:2:p:441-469
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25