ALTERNATIVE PROOF AND GENERALIZATION OF A TEST FOR STRUCTURAL-CHANGE

被引：21

作者：

HARVEY, AC ^{[1
]}

机构：

[1] UNIV KENT,RUTHERFORD COLL,DEPT SOCIAL SCI,CANTERBURY CT2 7NX,KENT,ENGLAND

来源：

AMERICAN STATISTICIAN | 1976年 / 30卷 / 03期

关键词：

D O I：

10.2307/2683857

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：122 / 123

页数：2

共 10 条

[1]

BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149

[2] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J].

CHOW, GC .

ECONOMETRICA, 1960, 28 (03) :591-605

[3] TEST FOR A SHIFTING SLOPE COEFFICIENT IN A LINEAR MODEL [J].

FARLEY, JU ;

HINICH, MJ .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (331) :1320-&

[4]

Farley JU, 1975, J ECONOMETRICS, V3, P297, DOI DOI 10.1016/0304-4076(75)90037-8

[5]

Feller W., 1968, INTRO PROBABILITY TH, V3rd

[6] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS - AN EXPOSITORY NOTE [J].

FISHER, FM .

ECONOMETRICA, 1970, 38 (02) :361-&

[7]

HARVEY AC, 1975, 3RD WORLD C EC SOC T

[8] AN ITERATED PROCEDURE FOR TESTING EQUALITY OF SEVERAL EXPONENTIAL-DISTRIBUTIONS [J].

HOGG, RV ;

TANIS, EA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1963, 58 (302) :435-&

[9] SIMPLE TEST FOR SERIAL CORRELATION IN REGRESSION-ANALYSIS [J].

PHILLIPS, GD ;

HARVEY, AC .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (348) :935-939

[10] THE ESTIMATION OF THE PARAMETERS OF A LINEAR-REGRESSION SYSTEM OBEYING 2 SEPARATE REGIMES [J].

QUANDT, RE .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1958, 53 (284) :873-880

← 1 →