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Use of the Chow Test under Heteroscedasticity

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  • Toyoda, Toshihisa

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 42 (1974)
Issue (Month): 3 (May)
Pages: 601-08

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Handle: RePEc:ecm:emetrp:v:42:y:1974:i:3:p:601-08

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Cited by:
  1. Suwartini, Endang & Coffin, H. Garth & Gunjal, Kisan, 1997. "Economic welfare analysis of policy-induced structural change in the Indonesian poultry industry," Agricultural Economics, Blackwell, vol. 16(3), pages 237-243, August.
  2. MacKinnon, J G, 1989. "Heteroskedasticity-Robust Tests for Structural Change," Empirical Economics, Springer, vol. 14(2), pages 77-92.
  3. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, Reading University.
  4. Felices, Guillermo & Grisse, Christian & Yang, Jing, 2009. "International financial transmission: emerging and mature markets," Bank of England working papers 373, Bank of England.
  5. 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.
  6. Gundlach, Erich, 1990. "Ausgaben- und Preiselastizitäten der Dienstleistungsnachfrage: Zeitreihen- und Querschnittsergebnisse für die Bundesrepublik Deutschland," Kiel Working Papers 430, Kiel Institute for the World Economy.
  7. Fels, Joachim & Gundlach, Erich, 1990. "More evidence on the puzzle of interindustry wage differentials : the case of West Germany," Open Access publications from Kiel Institute for the World Economy info:hdl:10419/1448, Kiel Institute for the World Economy.
  8. Mayerhofer, Peter, 2002. "Austrian border regions and eastern integration: A low competitiveness - high growth paradoxon," HWWA Discussion Papers 202, Hamburg Institute of International Economics (HWWA).
  9. Elbert Dijkgraaf & Raymond Gradus, 2004. "Cost savings of contracting out refuse collection," Public Economics 0409002, EconWPA.
  10. Piesse, Jenifer & Doyer, Tobias & Thirtle, Colin & Vink, Nick, 2005. "The changing role of grain cooperatives in the transition to competitive markets in South Africa," Journal of Comparative Economics, Elsevier, vol. 33(1), pages 197-218, March.
  11. Thomas A. Lubik & Paolo Surico, 2006. "The Lucas critique and the stability of empirical models," Working Paper 06-05, Federal Reserve Bank of Richmond.

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