Interpretation and Use of Generalized Chow Tests (Q3978160)

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Interpretation and Use of Generalized Chow Tests
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    Interpretation and Use of Generalized Chow Tests (English)
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    25 June 1992
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    tests of structural change
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    linear models of arbitrary rank
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    noncentrality parameter
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    generalized Chow test statistic
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    null hypothesis
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    hypothesis of coefficient equality
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    design matrices
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    power
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    UMP property
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    pooled estimator
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