SOME FURTHER EVIDENCE ON USE OF CHOW TEST UNDER HETEROSKEDASTICITY

被引:60
作者
SCHMIDT, P
SICKLES, R
机构
[1] UNIV N CAROLINA,CHAPEL HILL,NC 27514
[2] GEORGE WASHINGTON UNIV,WASHINGTON,DC 20006
关键词
D O I
10.2307/1914076
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:1293 / 1298
页数:6
相关论文
共 2 条
[1]   TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J].
CHOW, GC .
ECONOMETRICA, 1960, 28 (03) :591-605
[2]   USE OF CHOW TEST UNDER HETEROSCEDASTICITY [J].
TOYODA, T .
ECONOMETRICA, 1974, 42 (03) :601-608