Interpretation and Use of Generalized Chow Tests

DOI10.2307/2527116zbMath0738.62017OpenAlexW1973082390MaRDI QIDQ3978160

Quang H. Vuong, Robert Stephen Cantrell, Peter M. Burrows

Publication date: 25 June 1992

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527116

zbMATH Keywords

powernull hypothesisdesign matricespooled estimatornoncentrality parametergeneralized Chow test statistichypothesis of coefficient equalitylinear models of arbitrary ranktests of structural changeUMP property

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (3)

Finite sample multivariate structural change tests with application to energy demand models ⋮ Structural change and unit roots ⋮ On estimation and testing when explanatory variables are partly endogenous

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