A note on testing for structural change in a single equation belonging to a simultaneous system

DOI10.1016/0165-1765(83)90083-6MaRDI QIDQ374860zbMATH OpenOpenAlexFDO

Authors Halûk Erlat

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)90083-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• An Alternative Proof and Generalization of a Test for Structural Change
• Indeterminacy of the Chow Test when the Number of Observations Is Insufficient
• Testing for Serial Correlation in Simultaneous Equation Models
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Cited in

(2)

• PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION
• A large-sample Chow test for the linear simultaneous equation

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