Testing for a unit root in the presence of a variance shift1

C-Tier

Journal: Economics Letters

Year: 1997

Volume: 57

Issue: 3

Pages: 245-253

Authors (2)

Hamori, Shigeyuki (Yamato University) Tokihisa, Akira (not in RePEc)

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