IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v53y1992i1-3p363-386.html
   My bibliography  Save this article

A comparison of several exact and approximate tests for structural shift under heteroscedasticity

Author

Listed:
  • Thursby, Jerry G.

Abstract

No abstract is available for this item.

Suggested Citation

  • Thursby, Jerry G., 1992. "A comparison of several exact and approximate tests for structural shift under heteroscedasticity," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 363-386.
    • Handle: RePEc:eee:econom:v:53:y:1992:i:1-3:p:363-386
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4076(92)90092-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gebrenegus Ghilagaber, 2004. "Another Look at Chow's Test for the Equality of Two Heteroscedastic Regression Models," Quality & Quantity: International Journal of Methodology, Springer, vol. 38(1), pages 81-93, February.
    2. Pedro Bação, 2006. "The Performance of Structural Change Tests," Quality & Quantity: International Journal of Methodology, Springer, vol. 40(4), pages 611-628, August.
    3. E. Dijkgraaf & R. Gradus, 2003. "Cost Savings of Contracting Out Refuse Collection," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 30(2), pages 149-161, June.
    4. S. H. Lin & R. S. Wang, 2009. "Inferences on a linear combination of K multivariate normal mean vectors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(4), pages 415-428.
    5. Joachim Zietz, 2006. "Detecting neglected parameter heterogeneity with Chow tests," Applied Economics Letters, Taylor & Francis Journals, vol. 13(6), pages 369-374.
    6. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
    7. Lin, Shu-Hui & Lee, Jack C., 2003. "Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 351-368, February.
    8. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    9. Masafumi Akahira, 2002. "Confidence intervals for the difference of means: application to the Behrens-Fisher type problem," Statistical Papers, Springer, vol. 43(2), pages 273-284, April.
    10. Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa, 2004. "Generalized p-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 177-189, January.
    11. Boyd Hunter, 1996. "Explaining Changes in the Social Structure of Employment: The Importance of Geography," Discussion Papers 0067, University of New South Wales, Social Policy Research Centre.
    12. David Brasington, 2002. "Differences in the Production of Education Across Regions and Urban and Rural Areas," Regional Studies, Taylor & Francis Journals, vol. 36(2), pages 137-145.
    13. Joachim Zietz & Bobby Newsome, 2002. "Agency Representation and the Sale Price of Houses," Journal of Real Estate Research, Taylor & Francis Journals, vol. 24(2), pages 165-192, January.
    14. Ho, Yu-Yun & Weerahandi, Sam, 2007. "Analysis of repeated measures under unequal variances," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 493-504, March.
    15. Samaradasa Weerahandi & Vance W. Berger, 1999. "Exact Inference for Growth Curves with Intraclass Correlation Structure," Biometrics, The International Biometric Society, vol. 55(3), pages 921-924, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:53:y:1992:i:1-3:p:363-386. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.