Some theoretical results for generalized ridge regression estimators

A-Tier

Journal: Journal of Econometrics

Year: 1984

Volume: 25

Issue: 1-2

Pages: 191-203

Authors (3)

Fourgeaud, C. (not in RePEc) Gourieroux, C. (University of Toronto) Pradel, J. (Université Paris 1 (Panthéon-S...)

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