Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters

A-Tier

Journal: Journal of Econometrics

Year: 1997

Volume: 82

Issue: 1

Pages: 81-106

Authors (2)

Rahman, Shahidur (not in RePEc) King, Maxwell L. (Monash 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