Simulation based finite and large sample tests in multivariate regressions

A-Tier

Journal: Journal of Econometrics

Year: 2002

Volume: 111

Issue: 2

Pages: 303-322

Authors (2)

Dufour, Jean-Marie (not in RePEc) Khalaf, Lynda (Carleton University)

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