The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter

C-Tier

Journal: Economics Letters

Year: 1991

Volume: 37

Issue: 1

Pages: 25-30

Authors (2)

Giles, Judith A. (not in RePEc) Lieberman, Offer (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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