Small sample properties of the multiple rank F-test with lagged dependent variables

C-Tier

Journal: Economics Letters

Year: 1990

Volume: 33

Issue: 1

Pages: 55-61

Authors (2)

Holmes, James M. (State University of New York-B...) A. Hutton, Patricia (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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