A new approach to robust inference in cointegration

C-Tier
Journal: Economics Letters
Year: 2006
Volume: 91
Issue: 2
Pages: 300-306

Authors (3)

Jin, Sainan (Tsinghua University) Phillips, Peter C.B. (Singapore Management Universit...) Sun, Yixiao (University of California-San D...)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:91:y:2006:i:2:p:300-306
Journal Field
General
Author Count
3
Added to Database
2026-01-25