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Open AccessFeature PaperShort Note

On Using the t-Ratio as a Diagnostic

Department of Econometrics and Operations Research, Vrije Universiteit Amsterdam, De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands
Econometrics 2019, 7(2), 24; https://doi.org/10.3390/econometrics7020024
Received: 8 February 2019 / Revised: 2 May 2019 / Accepted: 28 May 2019 / Published: 29 May 2019
(This article belongs to the Special Issue Towards a New Paradigm for Statistical Evidence)
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. View Full-Text
Keywords: t-statistic; pretest estimator; model averaging t-statistic; pretest estimator; model averaging
MDPI and ACS Style

Magnus, J.R. On Using the t-Ratio as a Diagnostic. Econometrics 2019, 7, 24.

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