A bayesian approach to testing the arbitrage pricing theory

A-Tier

Journal: Journal of Econometrics

Year: 1991

Volume: 49

Issue: 1-2

Pages: 141-168

Authors (2)

McCulloch, Robert (not in RePEc) Rossi, Peter E. (University of California-Los A...)

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