Markov-switching model selection using Kullback-Leibler divergence

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 134

Issue: 2

Pages: 553-577

Authors (3)

Smith, Aaron (University of California-Davis) Naik, Prasad A. (not in RePEc) Tsai, Chih-Ling (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