Information in generalized method of moments estimation and entropy-based moment selection

A-Tier

Journal: Journal of Econometrics

Year: 2007

Volume: 138

Issue: 2

Pages: 488-512

Authors (4)

Hall, Alastair R. (University of Manchester) Inoue, Atsushi (Vanderbilt University) Jana, Kalidas (not in RePEc) Shin, Changmock (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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