Some Further Evidence on the Use of the Chow Test under Heteroskedasticity
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(10)- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
- Invariant distribution of Chow statistics
- Testing equality of regression coefficients in heteroscedastic normal regression models
- Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity
- A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
- Bounds on the effect of heteroscedasticity on the chow test for structural change
- The power of two exact tests for structural change in the presence of heteroskedasticity
- A fiducial \(p\)-value approach for comparing heteroscedastic regression models
- A computational approach test for comparing two linear regression models with unequal variances
- An empirical likelihood-based method for comparison of treatment effects-test of equality of coefficients in linear models
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