论文信息 - TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO LINEAR REGRESSIONS WHEN DISTURBANCE VARIANCES ARE UNEQUAL: SOME SMALL SAMPLE PROPERTIES* - 字舞流文

TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN TWO LINEAR REGRESSIONS WHEN DISTURBANCE VARIANCES ARE UNEQUAL: SOME SMALL SAMPLE PROPERTIES*

Peter A. Watt | P. Watt

[1] G. Chow. Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28 , 1960 .

[2] Robin C. Sickles,et al. Some Further Evidence on the Use of the Chow Test under Heteroskedasticity , 1977 .

[3] F. Fisher. Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note , 1970 .

[4] W. Jayatissa. Tests of Equality between Sets of Coefficients in Two Linear Regressions when Disturbance Variances Are Unequal , 1977 .

[5] Toshihisa Toyoda,et al. Use of the Chow Test under Heteroscedasticity , 1974 .