Bayesian estimation of switching ARMA models

A-Tier

Journal: Journal of Econometrics

Year: 1999

Volume: 93

Issue: 2

Pages: 229-255

Authors (3)

Billio, M. (Università Ca' Foscari Venezia) Monfort, A. (Centre de Recherche en Économi...) Robert, C. P. (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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