Bayesian estimation of an autoregressive model using Markov chain Monte Carlo

A-Tier

Journal: Journal of Econometrics

Year: 1996

Volume: 74

Issue: 2

Pages: 237-254

Authors (3)

Barnett, Glen (not in RePEc) Kohn, Robert (UNSW Sydney) Sheather, Simon (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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