The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors

A-Tier

Journal: Journal of Econometrics

Year: 1984

Volume: 25

Issue: 1-2

Pages: 49-61

Authors (2)

Griffiths, W.E. (University of Melbourne) Beesley, P.A.A. (not in RePEc)

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