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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

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Publication:5186550

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DOI10.2307/2526525zbMath0561.62019OpenAlexW2042950598MaRDI QIDQ5186550

Toshihisa Toyoda, Kazuhiro Ohtani

Publication date: 1985

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

Full work available at URL: https://doi.org/10.2307/2526525

zbMATH Keywords

heteroscedasticity Wald test Chow test Jayatissa test tests of equality between sets of coefficients

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15)

Related Items (2)

Bounds on the effect of heteroscedasticity on the chow test for structural change ⋮ Bootstrap test for a structural break under possible heteroscedasticity

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