Testing for unit roots in autoregressive moving average models : An instrumental variable approach

A-Tier

Journal: Journal of Econometrics

Year: 1991

Volume: 48

Issue: 3

Pages: 325-353

Authors (2)

Pantula, Sastry G. (not in RePEc) Hall, Alastair (University of Manchester)

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