A Lagrange multiplier test for causality in variance

C-Tier

Journal: Economics Letters

Year: 2006

Volume: 93

Issue: 1

Pages: 137-141

Authors (2)

Hafner, Christian M. (Université Catholique de Louva...) Herwartz, Helmut (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