Indeterminacy of the Chow Test when the Number of Observations Is Insufficient

DOI10.2307/1913660MaRDI QIDQ4148836zbMATH OpenOpenAlexFDO

Authors John D. Rea

Publication date 1978

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913660

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited in

(4)

• Generalized method of moments specification testing
• A note on testing for structural change in a single equation belonging to a simultaneous system
• Detecting multiple outliers with an application to R \& D productivity
• Specification errors and the Chow test. An alternative view

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