Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models

A-Tier

Journal: Journal of Econometrics

Year: 2003

Volume: 115

Issue: 1

Pages: 159-197

Authors (2)

Ni, Shawn (University of Missouri) Sun, Dongchu (not in RePEc)

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