Two-step two-stage least squares estimation in models with rational expectations

A-Tier

Journal: Journal of Econometrics

Year: 1983

Volume: 21

Issue: 3

Pages: 333-355

Authors (3)

Cumby, Robert E. (not in RePEc) Huizinga, John (not in RePEc) Obstfeld, Maurice (University of California-Berke...)

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