On pooling disturbance variances when the goal is testing restrictions on regression coefficients

A-Tier
Journal: Journal of Econometrics
Year: 1987
Volume: 35
Issue: 2-3
Pages: 219-231

Authors (1)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Technical Details

RePEc Handle
repec:eee:econom:v:35:y:1987:i:2-3:p:219-231
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-26