The independence of tests for structural change in regression models

DOI10.1016/0165-1765(83)90050-2zbMATH Open1273.62163OpenAlexW2028785705MaRDI QIDQ374833FDOQ374833

Authors: G. D. A. Phillips, Brendan McCabe 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90050-2

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

Cites Work

• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• An Iterated Procedure for Testing the Equality of Several Exponential Distributions

Cited In (10)

• The persistence in volatility of the US term premium 1970--1986
• Interpretation and Use of Generalized Chow Tests
• Multiple testing in a set of nested hypotheses
• Testing jointly for structural changes in the error variance and coefficients of a linear regression model
• Title not available (Why is that?)
• An application of structural change tests on linear regression models
• On tests of independence between stochastic regressors and disturbances
• Some applications for Basil's independence theorem in testing econometric models
• A sequential testing procedure for outliers and structural change
• Testing strategies for model specification

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