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

DOI10.1016/0165-1765(83)90083-6zbMath1273.62263OpenAlexW2026926951MaRDI QIDQ374860

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)

Related Items (1)

A large-sample Chow test for the linear simultaneous equation

Cites Work

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

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