Estimating predictions, prediction errors and their standard deviations using constructed variables

A-Tier

Journal: Journal of Econometrics

Year: 1984

Volume: 24

Issue: 3

Pages: 293-310

Authors (2)

Pagan, A. R. (University of Sydney) Nicholls, D. F. (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