Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models

A-Tier

Journal: Journal of Econometrics

Year: 1995

Volume: 68

Issue: 2

Pages: 339-360

Authors (2)

Chib, Siddhartha (not in RePEc) Greenberg, Edward

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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