Continuous time autoregressive models with common stochastic trends

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 1988

Volume: 12

Issue: 2-3

Pages: 365-384

Authors (2)

Harvey, A. C. (University of Cambridge) Stock, James H. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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