Some consequences of using the Chow tests in the context of autocorrelated disturbances
type: Item
instance of: scholarly article
title: Some consequences of using the Chow tests in the context of autocorrelated disturbances
zbMATH Open document ID: 0761.62119
DOI: 10.1016/0165-1765(92)90045-Z
author: David E. Giles
author: Murray Scott
published in: Economics Letters
publication date: 1993-04-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 148808
zbMATH Keywords: autocorrelated errors
zbMATH Keywords: \(AR(1)\) errors
zbMATH Keywords: true size of the Chow test for structural stability
zbMATH Keywords: \(MA(1)\) errors
describes a project that uses: AS 155
MaRDI profile type: Publication
cites work: Tests of Equality Between Sets of Coefficients in Two Linear Regressions
cites work: Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
cites work: TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
cites work: Effects of ARMA Errors on Tests for Regression Coefficients: Comments on Vinod's Article; Improved and Additional Results
cites work: New Estimators of Disturbances in Regression Analysis
cites work: On the robustness of the F-test to autocorrelation among disturbances
cites work: SERIAL CORRELATION IN REGRESSION ANALYSIS. I
description: scientific article; zbMATH DE number 148808