The independence of tests for structural change in regression models

DOI10.1016/0165-1765(83)90050-2MaRDI QIDQ374833zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(10)

• Interpretation and Use of Generalized Chow Tests
• A sequential testing procedure for outliers and structural change
• scientific article; zbMATH DE number 5200024 (Why is no real title available?)
• The persistence in volatility of the US term premium 1970--1986
• Testing strategies for model specification
• Testing jointly for structural changes in the error variance and coefficients of a linear regression model
• Some applications for Basil's independence theorem in testing econometric models
• On tests of independence between stochastic regressors and disturbances
• An application of structural change tests on linear regression models
• Multiple testing in a set of nested hypotheses

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