scientific article

zbMATH Open0765.62101MaRDI QIDQ4035902FDOQ4035902

Aysit Tansel

Publication date: 16 May 1993

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

Recommendations

• Some simple LM tests against multiple changes of variance in linear regression
• An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
• Interpretation and Use of Generalized Chow Tests
• scientific article
• Testing for heteroscedasticity in a dynamic simultaneous equation model

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4035902)