When is an aggregate of a time series efficiently forecast by its past?

A-Tier
Journal: Journal of Econometrics
Year: 1982
Volume: 18
Issue: 3
Pages: 337-349

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Technical Details

RePEc Handle
repec:eee:econom:v:18:y:1982:i:3:p:337-349
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25