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Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity

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  • Honda, Yuzo
  • Ohtani, Kazuhiro

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Suggested Citation

  • Honda, Yuzo & Ohtani, Kazuhiro, 1986. "Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity," The Manchester School of Economic & Social Studies, University of Manchester, vol. 54(2), pages 208-218, June.
    • Handle: RePEc:bla:manch2:v:54:y:1986:i:2:p:208-18
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    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. Barbone, Luca & Marchetti, Jr., Domenico & Paternostro, Stefano, 1996. "Structural adjustment, ownership transformation, and size in Polish industry," Policy Research Working Paper Series 1624, The World Bank.
    3. Obaid Ur Rehman & Xiaoxing Liu & Kai Wu & Junfeng Li, 2023. "Customer concentration, leverage adjustments, and firm value," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(2), pages 2035-2079, June.
    4. Gustavo Grullon & Roni Michaely, 2002. "Dividends, Share Repurchases, and the Substitution Hypothesis," Journal of Finance, American Finance Association, vol. 57(4), pages 1649-1684, August.

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