Connections between entropic and linear projections in asset pricing estimation

A-Tier

Journal: Journal of Econometrics

Year: 2002

Volume: 107

Issue: 1-2

Pages: 159-174

Authors (2)

Kitamura, Yuichi (not in RePEc) Stutzer, Michael (University of Colorado)

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