Dynamic properties of error correction models with a stochastic target series

C-Tier

Journal: Economics Letters

Year: 1986

Volume: 21

Issue: 4

Pages: 349-352

Authors (2)

Kempf, H. (Université Paris-Saclay) Wolanowski, A. (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