## Abstract The power of Chow, linear, predictive failure and cusum of squares tests to detect structural change is compared in a twoβvariable random walk model and a onceβforβall parameter shift model. In each case the linear test has greatest power, followed by the Chow test. It is suggested that
β¦ LIBER β¦
The Power of F Tests Under Regression Models with Nested Error Structure
β Scribed by J.N.K. Rao; S.G. Wang
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 295 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0047-259X
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