A large-sample Chow test for the linear simultaneous equation

DOI10.1016/0165-1765(85)90051-5zbMath1273.62275OpenAlexW1984295105MaRDI QIDQ375134

Andrew W. Lo, Whitney K. Newey

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90051-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Structural change and unit roots

Cites Work

• Computation of linear hypothesis tests for two-stage least squares
• A note on testing for structural change in a single equation belonging to a simultaneous system
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

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