HAR Inference: Recommendations for Practice Rejoinder

A-Tier

Journal: Journal of Business & Economic Statistics

Year: 2018

Volume: 36

Issue: 4

Pages: 574-575

Authors (4)

Eben Lazarus (University of California-Berke...) Daniel J. Lewis (University College London (UCL...) James H. Stock (not in RePEc) Mark W. Watson (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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