BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS

B-Tier

Journal: Journal of Applied Econometrics

Year: 2012

Volume: 27

Issue: 5

Pages: 812-830

Authors (3)

Markku Lanne (Helsingin Yliopisto) Arto Luoma (not in RePEc) Jani Luoto (Helsingin Yliopisto)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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