Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models

C-Tier
Journal: Economics Letters
Year: 2001
Volume: 74
Issue: 1
Pages: 21-24

Authors (2)

Iglesias, Emma M. (Universidade da Coruña) Phillips, Garry D. A. (Cardiff University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:eee:ecolet:v:74:y:2001:i:1:p:21-24
Journal Field
General
Author Count
2
Added to Database
2026-01-25