Estimating the error variance in regression after a preliminary test of restrictions on the coefficients

A-Tier

Journal: Journal of Econometrics

Year: 1987

Volume: 34

Issue: 3

Pages: 293-304

Authors (3)

Clarke, Judith A. (University of Victoria) Giles, David E. A. (University of Victoria) Wallace, T. Dudley (not in RePEc)

Score contribution per author:

1.345 = (α=2.02 / 3 authors) × 2.0x A-tier

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