Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure.

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 1997

Volume: 59

Issue: 2

Pages: 265-84

Authors (2)

Campbell, Bryan (not in RePEc) Galbraith, John W (McGill University)

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