scientific article; zbMATH DE number 168059

MaRDI QIDQ4035902zbMATH OpenFDO

Authors Aysit Tansel

Publication date 16 May 1993

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)

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; zbMATH DE number 47261
• Testing for heteroscedasticity in a dynamic simultaneous equation model

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)