Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination

B-Tier

Journal: International Journal of Forecasting

Year: 2004

Volume: 20

Issue: 4

Pages: 683-695

Authors (2)

Wang, Zijun (not in RePEc) Bessler, David A. (Texas A&M University)

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