Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure

A-Tier

Journal: Journal of Econometrics

Year: 2003

Volume: 114

Issue: 1

Pages: 165-196

Authors (2)

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