On the sensitivity of the usual t- and F-tests to covariance misspecification

A-Tier
Journal: Journal of Econometrics
Year: 2000
Volume: 95
Issue: 1
Pages: 157-176

Authors (2)

Banerjee, Anurag N. (Durham University) Magnus, Jan R. (Vrije Universiteit Amsterdam)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:95:y:2000:i:1:p:157-176
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24