TESTS FOR EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS UNDER HETEROSCEDASTICITY

被引:14
作者
ALI, MM [1 ]
SILVER, JL [1 ]
机构
[1] UNIV KENTUCKY, DEPT ECON, LEXINGTON, KY 40506 USA
关键词
D O I
10.2307/2288492
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:730 / 735
页数:6
相关论文
共 20 条
[11]   SAD FATE OF THE ASYMPTOTIC SLUTSKY SYMMETRY TEST FOR LARGE SYSTEMS [J].
MEISNER, JF .
ECONOMICS LETTERS, 1979, 2 (03) :231-233
[12]   PEARSONS SYSTEM OF FREQUENCY CURVES WHOSE LEFT BOUNDARY AND 1ST 3 MOMENTS ARE KNOWN [J].
MULLER, PH ;
VAHL, H .
BIOMETRIKA, 1976, 63 (01) :191-194
[13]  
PATNAIK PB, 1949, BIOMETRIKA, V36, P202
[14]   NOTE ON AN APPROXIMATION TO THE DISTRIBUTION OF NON-CENTRAL CHI-2 [J].
PEARSON, ES .
BIOMETRIKA, 1959, 46 (3-4) :364-364
[15]   SOME FURTHER EVIDENCE ON USE OF CHOW TEST UNDER HETEROSKEDASTICITY [J].
SCHMIDT, P ;
SICKLES, R .
ECONOMETRICA, 1977, 45 (05) :1293-1298
[16]  
Theil H., 1971, PRINCIPLES ECONOMETR
[17]   A NOTE ON APPROXIMATING TO NON-CENTRAL F DISTRIBUTION [J].
TIKU, ML .
BIOMETRIKA, 1966, 53 :606-+
[18]   TABLES OF POWER OF F-TEST [J].
TIKU, ML .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1967, 62 (318) :525-&
[19]   USE OF CHOW TEST UNDER HETEROSCEDASTICITY [J].
TOYODA, T .
ECONOMETRICA, 1974, 42 (03) :601-608