Model selection with estimated factors and idiosyncratic components

B-Tier
Journal: Journal of Applied Econometrics
Year: 2017
Volume: 32
Issue: 6
Pages: 1087-1106

Authors (1)

Jack Fosten (King's College London)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:wly:japmet:v:32:y:2017:i:6:p:1087-1106
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25