Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test

A-Tier

Journal: Journal of Econometrics

Year: 1975

Volume: 3

Issue: 4

Pages: 395-404

Authors (2)

Toyoda, T. (Kobe University) Wallace, T. D. (not in RePEc)

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