Comparing Alternative Predictors Based on Large‐Panel Factor Models

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 2012

Volume: 74

Issue: 2

Pages: 306-326

Authors (2)

Antonello D’ Agostino (not in RePEc) Domenico Giannone (Centre for Economic Policy Res...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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