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Applied Economics Letters Volume 13, 2006 - Issue 6
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Original Articles

Detecting neglected parameter heterogeneity with Chow tests

Joachim Zietz Department of Economics and Finance, Middle Tennessee State University, Murfreesboro, PO Box 129, TN 37132, USA E-mail: [email protected]
Pages 369-374 | Published online: 22 Aug 2006

References

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  • Zietz , J . 2001 . Heteroskedasticity and neglected parameter heterogeneity . Oxford Bulletin of Economics and Statistics , 63 : 269 – 79 .

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