The extended Stein procedure for simultaneous model selection and parameter estimation

A-Tier

Journal: Journal of Econometrics

Year: 1987

Volume: 35

Issue: 2-3

Pages: 375-391

Authors (4)

Judge, George (University of California-Berke...) Yi, Gang (not in RePEc) Yancey, Thomas (not in RePEc) Terasvirta, Timo (Aarhus Universitet)

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