Interpretation and Use of Generalized Chow Tests

DOI10.2307/2527116MaRDI QIDQ3978160zbMATH OpenOpenAlexFDO

Authors Robert Stephen Cantrell, Peter M. Burrows, Quang Vuong

Publication date 25 June 1992

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527116

zbMATH Keywords

design matricesgeneralized Chow test statistichypothesis of coefficient equalitylinear models of arbitrary ranknoncentrality parameternull hypothesispooled estimatorpowertests of structural changeUMP property

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cited in

(9)

• Invariant distribution of Chow statistics
• Some consequences of using the Chow tests in the context of autocorrelated disturbances
• On estimation and testing when explanatory variables are partly endogenous
• Structural change and unit roots
• Finite sample multivariate structural change tests with application to energy demand models
• The independence of tests for structural change in regression models
• A large-sample Chow test for the linear simultaneous equation
• scientific article; zbMATH DE number 168059 (Why is no real title available?)
• On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models.

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