Testing for two-regime threshold cointegration in vector error-correction models

A-Tier

Journal: Journal of Econometrics

Year: 2002

Volume: 110

Issue: 2

Pages: 293-318

Authors (2)

Hansen, Bruce E. (University of Wisconsin-Madiso...) Seo, Byeongseon (not in RePEc)

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