| Автор | Ohtani, Kazuhiro |
| Автор | Kobayashi, Masahito |
| Дата выпуска | 1986 |
| dc.description | 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 is given under the null hypothesis. It is also shown that our test is more powerful than the Jayatissa test when the regression coefficients differ substantially. |
| Формат | application.pdf |
| Издатель | Cambridge University Press |
| Копирайт | Copyright © Cambridge University Press 1986 |
| Название | A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity |
| Тип | research-article |
| DOI | 10.1017/S0266466600011506 |
| Electronic ISSN | 1469-4360 |
| Print ISSN | 0266-4666 |
| Журнал | Econometric Theory |
| Том | 2 |
| Первая страница | 220 |
| Последняя страница | 231 |
| Аффилиация | Ohtani Kazuhiro; Kobe University of Commerce |
| Аффилиация | Kobayashi Masahito; Kyoto University |
| Выпуск | 2 |
