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Applied Economics Letters
Volumn 13, Issue 6, 2006, Pages 369-374
Detecting neglected parameter heterogeneity with Chow tests
Author keywords

[No Author keywords available]
Indexed keywords

ECONOMETRICS; MONTE CARLO ANALYSIS;
EID: 33646794036     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850500378759     Document Type: Article
Times cited : (4)
References (14)
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  • 2
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    • Chesher, A.1
  • 5
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    • Asymptotic expansions of the information matrix test statistic
    • Chesher, A and Spady, R. (1991) Asymptotic expansions of the information matrix test statistic Econometrica, 59, pp. 787-815.
    • (1991) Econometrica , vol.59 , pp. 787-815
    • Chesher, A.1    Spady, R.2
  • 6
    • 0001369142 scopus 로고
    • Tests of equality between sets of coefficients in two linear regressions
    • Chow, GC. (1960) Tests of equality between sets of coefficients in two linear regressions Econometrica, 28, pp. 591-605.
    • (1960) Econometrica , vol.28 , pp. 591-605
    • Chow, G.C.1
  • 7
    • 0000495986 scopus 로고
    • A new form of the information matrix test
    • Davidson, R and MacKinnon, JG. (1992) A new form of the information matrix test Econometrica, 60, pp. 145-57.
    • (1992) Econometrica , vol.60 , pp. 145-157
    • Davidson, R.1    MacKinnon, J.G.2
  • 8
    • 0039244934 scopus 로고
    • The sensitivity of some general checks to omitted variables in the linear model
    • Godfrey, LG and Orme, CD. (1994) The sensitivity of some general checks to omitted variables in the linear model International Economic Review, 35, pp. 489-506.
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    • Godfrey, L.G.1    Orme, C.D.2
  • 9
    • 84959808257 scopus 로고
    • The information matrix test for the linear model
    • Hall, A. (1987) The information matrix test for the linear model Review of Economic Studies, 54, pp. 257-63.
    • (1987) Review of Economic Studies , vol.54 , pp. 257-263
    • Hall, A.1
  • 10
    • 0002437730 scopus 로고
    • A test for normality of observations and regression residuals
    • Jarque, CM and Bera, AK. (1987) A test for normality of observations and regression residuals International Statistical Review, 55, pp. 163-72.
    • (1987) International Statistical Review , vol.55 , pp. 163-172
    • Jarque, C.M.1    Bera, A.K.2
  • 11
    • 38249011597 scopus 로고
    • A comparison of several exact and approximate tests for structural shift under heteroscedasticity
    • Thursby, JG. (1992) A comparison of several exact and approximate tests for structural shift under heteroscedasticity Journal of Econometrics, 53, pp. 363-86.
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    • Thursby, J.G.1
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    • White, H. (1980) A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity Econometrica, 48, pp. 817-38.
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  • 13
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    • Maximum likelihood estimation of misspecified models
    • White, H. (1982) Maximum likelihood estimation of misspecified models Econometrica, 50, pp. 1-26.
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  • 14
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    • Heteroskedasticity and neglected parameter heterogeneity
    • Zietz, J. (2001) Heteroskedasticity and neglected parameter heterogeneity Oxford Bulletin of Economics and Statistics, 63, pp. 269-79.
    • (2001) Oxford Bulletin of Economics and Statistics , vol.63 , pp. 269-279
    • Zietz, J.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.