Demo corpus. Scores are computed on a select set of biomedical paper/datasets and may be inaccurate for papers outside this corpus — DataRank relies on network effects that improve with scale. We aim to expand this into a fully open resource pending additional funding.

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Econometrica(1991)10.2307/2938278Source: DataRank Database

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models is a research paper published in Econometrica (1991). On theSindex it has a DataRank of 1.4. It has been cited 11,084 times.

N/A

1.4DataRank · unranked

1.4

11084 citations · base score 9.3

Cite:

datarank_citation_only_1hop_v6· scope data_onlyMethodology

Abstract

This paper contains the likelihood analysis of vector autoregressive models allowing for cointegration. The author derives the likelihood ratio test for cointegrating rank and finds it asymptotic distribution. He shows that the maximum likelihood estimator of the cointegrating relations can be found by reduced rank regression and derives the likelihood ratio test of structural hypotheses about these relations. The author shows that the asymptotic distribution of the maximum likelihood estimator is mixed Gaussian, allowing inference for hypotheses on the cointegrating relation to be conducted using the Chi( squared) distribution. Copyright 1991 by The Econometric Society.

›Data sources & pipeline

Pipeline:MetadataData-paper checkEnrichmentCitation networkScoring

Enrichment:Pending

FAIR Checklist

Context only (not used in score)

Findable (1/2)

Has DOI

Accessible (0/2)

Interoperable (0/2)

Reusable (0/3)

FAIR checklist signals are shown for context only and do not affect DataRank scoring.

Run a calibrated FAIR evaluation for this paper →

DataRank Breakdown

Base Score 100%Citation Network 0%

Base Score Contribution

1.4

From this paper's citation signal

Citation Network Contribution

Citation network not refreshed for this result

This paper's DataRank is currently driven only by its base citation score. Citation network data was not refreshed for this result.

Learn more about DataRank methodology →

Why this DataRank?

DataRank blends this paper's own citation count with the influence of the papers that cite it. Here, roughly 100% comes from its base citations and 0% from the citation network.

Base score B(p): log1p(citation_count) — grows sub-linearly, so a paper with 1,000 citations is not 10× a paper with 100.
Network N(p): Σ over citers of log1p(C_q) ÷ max(outdegree_q, 1). Being cited by a highly-cited paper with few references counts most.
Damping factor d = 0.85: DataRank = (1−d)·B(p) + d·N(p) — the two cards above are each already multiplied by their share.
Self-citations excluded: Citers sharing any OpenAlex author ID with this paper are filtered out before the network sum.

Citers are pulled from OpenAlex sorted by cited_by_count:descand capped per paper, so when the cap binds we keep the highest-signal references and the score is reproducible across reruns.

Read the full methodology →