On using the t-ratio as a diagnostic

Jan R. Magnus

The t-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 pretesting, called model averaging.

MoreLess

Year of publication:	2019
Authors:	Magnus, Jan R.
Published in:	Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 7.2019, 2/24, p. 1-3
Subject:	t-statistic \| pretest estimator \| model averaging \| Schätztheorie \| Estimation theory

freely available

Full text |

More access options

doi.org

www.mdpi.com

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3390/econometrics7020024 [DOI] hdl:10419/247524 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012025780