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A comparison of several exact and approximate tests for structural shift under heteroscedasticity

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  • Thursby, Jerry G.

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  • Thursby, Jerry G., 1992. "A comparison of several exact and approximate tests for structural shift under heteroscedasticity," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 363-386.
    • Handle: RePEc:eee:econom:v:53:y:1992:i:1-3:p:363-386
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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. Pedro Bação, 2006. "The Performance of Structural Change Tests," Quality & Quantity: International Journal of Methodology, Springer, vol. 40(4), pages 611-628, August.
    3. E. Dijkgraaf & R. Gradus, 2003. "Cost Savings of Contracting Out Refuse Collection," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 30(2), pages 149-161, June.
    4. Masafumi Akahira, 2002. "Confidence intervals for the difference of means: application to the Behrens-Fisher type problem," Statistical Papers, Springer, vol. 43(2), pages 273-284, April.
    5. Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa, 2004. "Generalized p-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 177-189, January.
    6. Boyd Hunter, 1996. "Explaining Changes in the Social Structure of Employment: The Importance of Geography," Discussion Papers 0067, University of New South Wales, Social Policy Research Centre.
    7. David Brasington, 2002. "Differences in the Production of Education Across Regions and Urban and Rural Areas," Regional Studies, Taylor & Francis Journals, vol. 36(2), pages 137-145.
    8. Joachim Zietz, 2006. "Detecting neglected parameter heterogeneity with Chow tests," Applied Economics Letters, Taylor & Francis Journals, vol. 13(6), pages 369-374.
    9. Joachim Zietz & Bobby Newsome, 2002. "Agency Representation and the Sale Price of Houses," Journal of Real Estate Research, American Real Estate Society, vol. 24(2), pages 165-192.
    10. Ho, Yu-Yun & Weerahandi, Sam, 2007. "Analysis of repeated measures under unequal variances," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 493-504, March.
    11. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.

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