Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

B-Tier

Journal: Journal of Applied Econometrics

Year: 2013

Volume: 28

Issue: 1

Pages: 62-81

Authors (4)

Markus Jochmann (Newcastle University) Gary Koop (University of Strathclyde) Roberto Leon‐Gonzalez (not in RePEc) Rodney W. Strachan (University of Queensland)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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