Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28

@inproceedings{Chow1960TestsOE,
  title={Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28},
  author={Gregory C. Chow},
  year={1960}
}
  • G. Chow
  • Published 1 July 1960
  • Economics, Mathematics
Tests for Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
Abstract Structural shift is a common problem in a relationship dealing with time series data. Chow (1960) developed a test to detect such a shift under the assumption that observations both before
A bounds test for equality between sets of coefficients in two linear regression models under heteroscedasticity
This article proposes a small sample bounds test for equality between sets of coefficients in two linear regressions with unequal disturbance variances. The probability that our test is inconclusive
A bounds test of equality between sets of coefficients in two linear regressions when disturbance variances are unequal
Abstract This article considers the Wald test statistic for testing equality between sets of coefficients in two linear regressions when the disturbance variances are unequal. It is shown that the
Parameter non-constancy in linear regression: applications of threshold regression and structural change models
TLDR
This dissertation aims to provide a history of agricultural economics in the United States and some of the principles that led to the development of the modern agricultural system were developed.
The independence of tests for structural change in regression models
Abstract It is shown that the common tests for stability of regression coefficients and of the disturbance variance in linear regression models are independent. This enables the size of the joint
Testing equality of regression coefficients: Some enlargements
Testing equality of regression coefficients is considered in the context of Zellner's model of ‘seemingly unrelated regressions’ and simultaneous confidence intervals for differences of regression
An Application of Structural Change Tests on Linear Regression Models
In this study, we introduced structural change tests on linear regression models. Properties of structural tests are decribed and an application  of tests done on a data sets on deposit interest rate
Another Look at Tests of Equality between Sets of Coefficients in Two Linear Regressions
Undoubtedly, anyone with at least an intro ductory course in econometrics has been exposed to the "Chow" test. As popularized by Johnston [4, pp. 136-138], the "Chow" test is a statistical means for
An Econometric Analysis of the Demand for Textile Fibers
Dynamic demand equations for seven textile fibers were estimated (1920–1966) and simulated (1967–1970). Fiber demand has been price inelastic, helping to explain observed instability in fiber prices,
...
1
2
3
4
5
...

References

SHOWING 1-3 OF 3 REFERENCES
The Design and Analysis of Experiments
Oscar Kempthorne: The Design and Analysis of Experiments. New York: John Wiley and Sons; London: Chapman and Hall, 1952. Pp. xix + 631. 68s.