GENERALIZED CHOW TESTS FOR STRUCTURAL-CHANGE - A COORDINATE-FREE APPROACH

被引:54
作者
DUFOUR, JM
机构
关键词
D O I
10.2307/2526374
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:565 / 575
页数:11
相关论文
共 24 条
[1]   APPLICATION OF POST-SAMPLE STABILITY THEORY TO TIME-SERIES FORECASTING [J].
ANDERSEN, A .
OPERATIONAL RESEARCH QUARTERLY, 1977, 28 (01) :93-98
[2]  
BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149
[3]  
Carlson K. M, 1978, FEDERAL RESERVE BANK, V60, P13
[4]   TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J].
CHOW, GC .
ECONOMETRICA, 1960, 28 (03) :591-605
[5]   DUMMY VARIABLES AND PREDICTIVE TESTS FOR STRUCTURAL-CHANGE [J].
DUFOUR, JM .
ECONOMICS LETTERS, 1980, 6 (03) :241-247
[7]  
Goldfeld S. M., 1978, 229 PRINC U EC RES P
[9]  
HARVEY A, 1976, AM STATISTICIAN, V20, P122
[10]   HISTORY OF THE USE OF GEOMETRY IN THE GENERAL LINEAR-MODEL [J].
HERR, DG .
AMERICAN STATISTICIAN, 1980, 34 (01) :43-47