The power of two exact tests for structural change in the presence of heteroskedasticity
From MaRDI portal
Publication:4275822
DOI10.1080/03610929308831145zbMath0800.62382OpenAlexW2045188056MaRDI QIDQ4275822
Publication date: 20 January 1994
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929308831145
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Unnamed Item
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- The Demand for M1 in the U.S.A., 1960-1988
- Testing Regression Equality with Unequal Variances
- Use of the Chow Test under Heteroscedasticity
- Some Further Evidence on the Use of the Chow Test under Heteroskedasticity
- Tests of Equality between Sets of Coefficients in Two Linear Regressions when Disturbance Variances are Unequal
- On Solutions of the Behrens-Fisher Problem, Based on the $t$-Distribution
This page was built for publication: The power of two exact tests for structural change in the presence of heteroskedasticity