Use of the Chow Test under Heteroscedasticity

DOI10.2307/1911796zbMath0294.62062OpenAlexW2059348018MaRDI QIDQ4046942

Toshihisa Toyoda

Publication date: 1974

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911796

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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