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Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions

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  • Toyoda, Toshihisa
  • Ohtani, Kazuhiro

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 31 (1986)
Issue (Month): 1 (February)
Pages: 67-80

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Handle: RePEc:eee:econom:v:31:y:1986:i:1:p:67-80

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society.
  2. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
  3. James G. MacKinnon, 1988. "Heteroskedasticity-robust tests for structural change," Working Papers 717, Queen's University, Department of Economics.
  4. Serge Provost & Edmund Rudiuk, 1994. "The exact density function of the ratio of two dependent linear combinations of chi-square variables," Annals of the Institute of Statistical Mathematics, Springer, vol. 46(3), pages 557-571, September.
  5. Nadarajah, Saralees, 2005. "Sums, products, and ratios for the bivariate lomax distribution," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 109-129, April.
  6. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Empirical Modeling of Contagion," IMF Working Papers 04/78, International Monetary Fund.

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