Estimation of copula-based semiparametric time series models

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 130

Issue: 2

Pages: 307-335

Authors (2)

Chen, Xiaohong (Yale University) Fan, Yanqin (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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