A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators

A-Tier
Journal: Journal of Econometrics
Year: 1992
Volume: 52
Issue: 1-2
Pages: 225-244

Authors (2)

McCurdy, Thomas H. (University of Toronto) Stengos, Thanasis (University of Guelph)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:52:y:1992:i:1-2:p:225-244
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-26