A method for approximate representation of vector-valued time series and its relation to two alternatives

A-Tier

Journal: Journal of Econometrics

Year: 1989

Volume: 42

Issue: 2

Pages: 181-199

Authors (2)

Aoki, Masanao Havenner, Arthur (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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