- Tests of Equality Between Sets of Coefficients in Two Linear ...🔍
- Tests for Equality between Sets of Coefficients in Two Linear ...🔍
- TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO ...🔍
- Testing equality of coefficients from two different regressions🔍
- Another Look at Tests of Equality between Sets of Coefficients in ...🔍
- Testing equality between sets of coefficients after a preliminary test ...🔍
- tests of equality between sets of coefficients in two linear ...🔍
- A Bounds Test for Equality Between Sets of Coefficients in Two ...🔍
tests of equality between sets of coefficients in two linear ...
Tests of Equality Between Sets of Coefficients in Two Linear ...
TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO. LINEAR REGRESSIONS1. BY GREGORY C. CHOW. Having estimated a linear regression with p coefficients, one ...
Tests of Equality Between Sets of Coefficients in Two Linear ...
Page 2. Econometrica, Vol. 28, 3 (July 1960). TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO. LINEAR REGRESSIONS1. BY GREGORY C. CHOW.
Tests of Equality Between Sets of Coefficients in Two Linear ... - jstor
THE PROBLEM OF testing the equality of sets of regression coefficients in two or more regressions arises with considerable frequency in econometrics.
Tests of Equality Between Sets of Coefficients in Two Linear ...
This paper presents systematically the tests involved, relates the prediction interval (for m = 1) and the analysis of covariance (for m > p) ...
Tests for Equality between Sets of Coefficients in Two Linear ...
Tests for Equality Between Sets of Coefficients in. Two Linear Regressions Under Heteroscedasticity. MUKHTAR M. ALI and J. LEW SILVER*. Structural shift is a ...
TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO ...
TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO LINEAR REGRESSIONS WHEN DISTURBANCE VARIANCES ARE UNEQUAL: SOME SMALL SAMPLE PROPERTIES.
Tests of Equality Between Sets of Coefficients in Two Linear ...
Having estimated a linear regression with p coefficients, one may wish to test whether m additional observations belong to the same regression.
Testing equality of coefficients from two different regressions
One way of solving this problem is fitting both equations simultanously, eg with maximum likelihood, and then use a likelihood ratio test of a constrained ( ...
Chow, G.C. (1960) Tests of Equality between Sets of Coefficients in ...
Chow, G.C. (1960) Tests of Equality between Sets of Coefficients in Two Linear Regressions. Econometrica, 28, 591-605.
Another Look at Tests of Equality between Sets of Coefficients in ...
1. Chow Gregory C., “Tests of Equality Between Subsets of Coefficients in Two Linear Regressions,” Econometrica, Vol. 28, No. 3 (July, 1960), pp. 591–605.
TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO ...
The problem of testing the equality of sets of regression coefficients in two or more regressions arises with considerable frequency in econometrics.
Testing equality between sets of coefficients after a preliminary test ...
In this paper we propose a two-stage test which consists of testing equality of regression coefficients after a preliminary test for equality of disturbance ...
tests of equality between sets of coefficients in two linear ...
TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO LINEAR REGRESSIONS WHEN DISTURBANCE VARIANCES ARE UNEQUAL: SOME SMALL SAMPLE PROPERTIES* zyxw zyx zyx by ...
TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO ...
THE PROBLEM of testing the equality of sets of regression coefficients in two or more regressions arises with considerable frequency in econometrics.
A Bounds Test for Equality Between Sets of Coefficients in Two ...
A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity - Volume 2 Issue 2.
testing equality between sets of coefficients in two linear regressions ...
Also, an empirical example is shown in the final section. 2. Test Statistic for Equality of Coefficients under. Autocorrelated. Errors. Consider.
Tests for Equality between Sets of Coefficients in Two Linear ...
Tests for Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity · References · Citations · Metrics · Reprints & ...
Tests of Equality between Sets of Coefficients in Two ... - EconPapers
By W A Jayatissa; Tests of Equality between Sets of Coefficients in Two Linear Regressions when Disturbance Variances Are Unequal.
Tests of Equality Between Sets of Coefficients in Two Linear ...
Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note-article.
(PDF) Testing Equality between Sets of Coefficients after Preliminary ...
In this paper we propose a two-stage test which consists of testing equality of regression coefficients after a preliminary test for equality of disturbance ...