Monte Carlo inference in econometric models with symmetric stable disturbances

A-Tier

Journal: Journal of Econometrics

Year: 1998

Volume: 88

Issue: 2

Pages: 365-401

Authors (1)

Tsionas, Efthymios G. (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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