Estimators of the disturbance variance in econometric models : Small-sample bias and the existence of moments

A-Tier
Journal: Journal of Econometrics
Year: 1988
Volume: 37
Issue: 2
Pages: 277-292

Authors (1)

Dufour, Jean-Marie (McGill University)

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:37:y:1988:i:2:p:277-292
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25