Tests of Equality between Sets of Coefficients in Two Linear Regressions when Disturbance Variances are Unequal

DOI10.2307/1914075zbMath0387.62047OpenAlexW2018493437MaRDI QIDQ4167923

W. A. Jayatissa

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914075

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (9)

Bounds on the effect of heteroscedasticity on the chow test for structural change ⋮ The power of two exact tests for structural change in the presence of heteroskedasticity ⋮ A computational approach test for comparing two linear regression models with unequal variances ⋮ An exact test for linear restrictions in seemingly unrelated regressions with the same regressors ⋮ Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model ⋮ Exact testing in multivariate regression ⋮ An empirical likelihood-based method for comparison of treatment effects-test of equality of coefficients in linear models ⋮ Testing for the usefulness of forecasts ⋮ Bootstrap test for a structural break under possible heteroscedasticity

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