Bayesian stochastic search for VAR model restrictions

A-Tier

Journal: Journal of Econometrics

Year: 2008

Volume: 142

Issue: 1

Pages: 553-580

Authors (3)

George, Edward I. (not in RePEc) Sun, Dongchu (not in RePEc) Ni, Shawn (University of Missouri)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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