Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models

B-Tier

Journal: Journal of Applied Econometrics

Year: 2017

Volume: 32

Issue: 1

Pages: 103-119

Authors (3)

Anders Warne (European Central Bank) Günter Coenen (not in RePEc) Kai Christoffel (not in RePEc)

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