Computing observation weights for signal extraction and filtering

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2003
Volume: 27
Issue: 7
Pages: 1317-1333

Authors (2)

Koopman, Siem Jan (Tinbergen Instituut) Harvey, Andrew (University of Cambridge)

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:dyncon:v:27:y:2003:i:7:p:1317-1333
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25