Modeling of time series arrays by multistep prediction or likelihood methods

A-Tier

Journal: Journal of Econometrics

Year: 2004

Volume: 118

Issue: 1-2

Pages: 151-187

Authors (3)

Findley, David F. (not in RePEc) Potscher, Benedikt M. (Universität Wien) Wei, Ching-Zong (not in RePEc)

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