Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances

A-Tier
Journal: Journal of Econometrics
Year: 1992
Volume: 53
Issue: 1-3
Pages: 345-361

Authors (1)

Giles, Judith A. (not in RePEc)

Score contribution per author:

4.036 = (α=2.02 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:53:y:1992:i:1-3:p:345-361
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25