Use of the Chow Test under Heteroscedasticity
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(17)- 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 descriptive method to evaluate the number of regimes in a switching autoregressive model
- A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
- A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
- Test auf Gleichheit von Regressionskoeffizienten: Einige Erweiterungen
- 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
- An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data
- Parametric bootstrap inferences for the growth curve models with intraclass correlation structure
- A computational approach test for comparing two linear regression models with unequal variances
- A Test for Slope Heterogeneity in Fixed Effects Models
- Exact Tests in Panel Data Using Generalizedp-Values
- An empirical likelihood-based method for comparison of treatment effects-test of equality of coefficients in linear models
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