论文信息 - TESTING REGRESSION EQUALITY WITH UNEQUAL VARIANCES - 字舞流文

TESTING REGRESSION EQUALITY WITH UNEQUAL VARIANCES

On obtient un test exact, similaire a celui de Chow (1960), qui comporte une simple integration unidimensionnelle

Samaradasa Weerahandi | Sam Weerahandi

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

[2] B. L. Welch. THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL , 1938 .

[3] H. S. Booker,et al. Demand for automobiles in the United States , 1957 .

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

[5] J. Wolfowitz,et al. Introduction to the Theory of Statistics. , 1951 .

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

[7] H. Scheffé. On Solutions of the Behrens-Fisher Problem, Based on the $t$-Distribution , 1943 .

[8] S. J. Press,et al. Applied Multivariate Analysis. , 1973 .

[9] Heteroskedasticity-robust tests for structural change , 1989 .

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

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

[12] Samaradasa Weerahandi,et al. A Bayesian Solution to the Multivariate Behrens—Fisher Problem , 1988 .