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Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity - MaRDI portal

Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity (Q5186550)

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scientific article; zbMATH DE number 3894257
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Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
scientific article; zbMATH DE number 3894257

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    Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity (English)
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    1985
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    tests of equality between sets of coefficients
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    heteroscedasticity
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    Wald test
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    Jayatissa test
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    Chow test
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