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
  • Mathematics
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4,166 Citations
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4,166 Citations

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Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note
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Parameter non-constancy in linear regression: applications of threshold regression and structural change models
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The independence of tests for structural change in regression models
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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…
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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,…
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