The properties of some covariance matrix estimators in linear models with AR(1) errors

C-Tier

Journal: Economics Letters

Year: 1984

Volume: 14

Issue: 4

Pages: 351-356

Authors (2)

Miyazaki, Shigetaka (not in RePEc) Griffiths, William E. (University of Melbourne)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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