On Using the <i>t</i>-Ratio as a Diagnostic
The <i>t</i>-ratio has not one but two uses in econometrics, which should be carefully distinguished. It is used as a test and also as a diagnostic. I emphasize that the commonly-used estimators are in fact pretest estimators, and argue in favor of an improved (continuous) version of pre...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-05-01
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| Series: | Econometrics |
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| Online Access: | https://www.mdpi.com/2225-1146/7/2/24 |