Tests for Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity

References

• Ali , M. M. and Silver , J. L. 1983 . “Tests for Equality Between Sets of Coefficients in Two Linear Regressions Under Heteroscedasticity” , University of Kentucky, Dept. of Economics . Working Paper E-64–83
   Google Scholar
• Chow , G. C. 1960 . “Tests of Equality Between Sets of Coefficients in Two Linear Regressions” . Econometrica , 28 : 591 – 605 .
   Web of Science ®Google Scholar
• Farley , J. , Hinich , M. and McGuire , T. W. 1975 . “Some Comparisons of Tests for a Shift in the Slope of a Multivariate Linear Time Series Model” . Journal of Econometrics , 3 : 297 – 318 .
   Google Scholar
• Gideon , R. A. and Gurland , J. 1976 . “Series Expansions for Quadratic Forms in Normal Variables” . Journal of the American Statistical Association , 71 : 227 – 232 .
   Web of Science ®Google Scholar
• Gupta , S. A. 1978 . “Testing the Equality Between Sets of Coefficients in Two Linear Regressions When Disturbances Are Unequal” , Purdue University, Dept. of Statistics . unpublished Ph.D. dissertation
   Google Scholar
• Gupta , S. A. “Structural Shift: A Comparative Study of Alternative Tests” . Proceedings of the Business and Economic Statistics Section . pp. 328 – 331 . American Statistical Association .
   Google Scholar
• Jayatissa , W. A. 1977 . “Tests of Equality Between Sets of Coefficients in Two Linear Regressions When Disturbance Variances Are Unequal” . Econometrica , 45 : 1291 – 1292 .
   Web of Science ®Google Scholar
• Kahaner , D. K. 1971 . “Comparison of Numerical Quadrature Formulas” . In Mathematical Software , Edited by: Rice , R. John . 229 – 259 . New York : Academic Press .
   Google Scholar
• Laitinen , K. 1978 . “Why Is Demand Homogeneity so Often Rejected?” . Economics Letters , 1 : 187 – 191 .
   Web of Science ®Google Scholar
• Lee , A. F. S. and Gurland , J. 1975 . “Size and Power of Tests for Equality of Means of Two Normal Populations With Unequal Variances” . Journal of the American Statistical Association , 70 : 933 – 941 .
   Web of Science ®Google Scholar
• Meisner , J. F. 1979 . “The Sad Fate of the Asymptotic Slutsky Symmetry Tests for Large Systems” . Economics Letters , 2 : 231 – 233 .
   Web of Science ®Google Scholar
• Müller , P. H. and Vahl , H. 1976 . “Pearson's System of Frequency Curves Whose Left Boundary and First Three Moments Are Known” . Biometrika , 63 : 191 – 194 .
   Web of Science ®Google Scholar
• Patnaik , P. B. 1949 . “The Noncentral X2 and F Distributions and Their Applications” . Biometrika , 36 : 202 – 232 .
   PubMed Web of Science ®Google Scholar
• Pearson , E. S. 1959 . “Note on Approximation to the Distribution of Non-Central X2” . Biometrika , 46 : 364
   Web of Science ®Google Scholar
• Schmidt , P. and Sickles , R. 1977 . “Some Further Evidence on the Use of the Chow Test Under Heteroskedasticity” . Econometrica , 45 : 1293 – 1298 .
   Web of Science ®Google Scholar
• Theil , H. 1971 . Principles of Econometrics , New York : John Wiley .
   Google Scholar
• Tiku , M. L. 1966 . “A Note on Approximating to the Non-Central F-Distribution” . Biometrika , 53 : 606 – 610 .
   Web of Science ®Google Scholar
• Tiku , M. L. 1967 . “Tables of the Power of the F-test” . Journal of the American Statistical Association , 62 : 525 – 539 .
   Web of Science ®Google Scholar
• Toyoda , T. 1974 . “Use of the Chow Test Under Heteroskedasticity” . Econometrica , 42 : 601 – 608 .
   Web of Science ®Google Scholar
• Zellner , A. 1962 . “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias” . Journal of the American Statistical Association , 57 : 348 – 368 .
   Web of Science ®Google Scholar