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An Historical Note on the Jayatissa Test

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Author Info
Buse, A
Dastoor, N K

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Abstract

It is shown that W. A. Jayatissa's (1977) test for regression vector equality under heteroscedasticity is a special case of a test procedure given in Pothoff (1965). Using the Pothoff results, a test for subvector equality is derived and used to clarify some points in the literature. Copyright 1990 by Blackwell Publishers Ltd and The Victoria University of Manchester

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Publisher Info
Article provided by Blackwell Publishing in its journal The Manchester School of Economic & Social Studies.

Volume (Year): 58 (1990)
Issue (Month): 3 (September)
Pages: 260-64
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Handle: RePEc:bla:manch2:v:58:y:1990:i:3:p:260-64

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