Simulation Evidence on Theory-based and Statistical Identification under Volatility Breaks

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 2016

Volume: 78

Issue: 1

Pages: 94-112

Authors (2)

Helmut Herwartz (not in RePEc) Martin Plödt (Kiel Institut für Weltwirtscha...)

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