Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application

C-Tier

Journal: Macroeconomic Dynamics

Year: 2024

Volume: 28

Issue: 1

Pages: 32-50

Authors (3)

Blazsek, Szabolcs (Mercer University) Escribano, Álvaro (not in RePEc) Licht, Adrián (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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