Linear prediction and estimation methods for regression models with stationary stochastic coefficients

A-Tier

Journal: Journal of Econometrics

Year: 1980

Volume: 12

Issue: 2

Pages: 103-142

Authors (2)

Swamy, P. A. V. B. (not in RePEc) Tinsley, P. 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