Model Selection in Equations with Many ‘Small’ Effects

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 2013

Volume: 75

Issue: 1

Pages: 6-22

Authors (3)

Jennifer L. Castle (Oxford University) Jurgen A. Doornik (not in RePEc) David F. Hendry (Rimini Centre for Economic Ana...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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