✦ LIBER ✦

Some consequences of using the Chow test in the context of autocorrelated disturbances

✍ Scribed by David Giles; Murray Scott

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The exact powers of some autocorrelation

✍ John P Small 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 592 KB

Autocorrelated disturbances in the light

✍ Maitreyi Chaudhuri (Mukherjee) 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 524 KB

The sensitivity of the RESET tests to di

✍ Siu Fai Leung; Shihti Yu 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 61 KB

Use of the Chow Test under Heteroscedast

✍ Toshihisa Toyoda 📂 Article 📅 1974 🏛 John Wiley and Sons 🌐 English ⚖ 194 KB

On the robustness of the F-test to autoc

✍ W. Krämer 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 208 KB

Some Evidence on the Small Sample Proper

✍ Thomas J. Sargent 📂 Article 📅 1968 🏛 MIT Press 🌐 English ⚖ 316 KB