A comparison of alternative covariance matrices for models with over-lapping observations

B-Tier

Journal: Journal of International Money and Finance

Year: 1996

Volume: 15

Issue: 5

Pages: 813-823

Authors (2)

Smith, Jeremy (University of Warwick) Yadav, Sanjay (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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