Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large

C-Tier

Journal: Economics Letters

Year: 1996

Volume: 52

Issue: 3

Pages: 247-255

Authors (2)

Hall, Alastair (University of Manchester) Lee, Tae Yoon (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