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A comparison of the power of some tests for heteroskedasticity in the general linear model

✍ Scribed by A.C. Harvey; G.D.A. Phillips

Publisher
Elsevier Science
Year
1974
Tongue
English
Weight
561 KB
Volume
2
Category
Article
ISSN
0304-4076

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πŸ“œ SIMILAR VOLUMES

Some comparisons of the relative power o
Some comparisons of the relative power of simple tests for structural change in regression models
✍ Michael Bleaney πŸ“‚ Article πŸ“… 1990 πŸ› John Wiley and Sons 🌐 English βš– 490 KB

## Abstract The power of Chow, linear, predictive failure and cusum of squares tests to detect structural change is compared in a two‐variable random walk model and a once‐for‐all parameter shift model. In each case the linear test has greatest power, followed by the Chow test. It is suggested that