The power of residual-based tests for cointegration when residuals are fractionally integrated

C-Tier
Journal: Economics Letters
Year: 2004
Volume: 82
Issue: 1
Pages: 63-69

Authors (2)

Kramer, Walter (Universität Dortmund) Marmol, Francesc

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

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Technical Details

RePEc Handle
repec:eee:ecolet:v:82:y:2004:i:1:p:63-69
Journal Field
General
Author Count
2
Added to Database
2026-01-25