Bayesian prediction with cointegrated vector autoregressions

B-Tier
Journal: International Journal of Forecasting
Year: 2001
Volume: 17
Issue: 4
Pages: 585-605

Authors (1)

Villani, Mattias (Statistiska institutionen, Sto...)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:intfor:v:17:y:2001:i:4:p:585-605
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29