Interpretation and Use of Generalized Chow Tests (Q3978160)
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scientific article; zbMATH DE number 13928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interpretation and Use of Generalized Chow Tests |
scientific article; zbMATH DE number 13928 |
Statements
Interpretation and Use of Generalized Chow Tests (English)
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25 June 1992
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tests of structural change
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linear models of arbitrary rank
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noncentrality parameter
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generalized Chow test statistic
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null hypothesis
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hypothesis of coefficient equality
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design matrices
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power
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UMP property
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pooled estimator
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