scientific article; zbMATH DE number 168059

zbMATH Open0765.62101MaRDI QIDQ4035902FDOQ4035902

Authors: Aysit Tansel 

Publication date: 16 May 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

heteroscedasticityChow testunequal disturbance variancesLagrange multiplier test of structural changetesting for structural change

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited In (5)

• On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
• Variance estimators in the chu‐white test for structural change
• Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods
• Testing for structural change in cointegrated regression models: some comparisons and generalizations
• A note on the structural change test in highly parameterized psychometric models

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