Detail Interpretation and Use of Generalized Chow Tests   Oleh:  Burrows, Peter M. ; Cantrell, R. Stephen ; Vuong, Quang H. Jenis: Article from Bulletin/Magazine Dalam koleksi: INTERNATIONAL ECONOMIC REVIEW vol. 32 no. 3 (1991), page 725-742. Topik: TESTS; interpretation; chow tests Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: II49.1 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel We examine tests of structural change in m linear models of arbitrary rank. We find that the null hypothesis implicit in these tests is broader than the hypothesis of coefficient equality and that it depends on the ranks of the design matrices constituting the models. As a consequence these tests have no power against a region of the parameter space that includes nonequality of coefficient vectors. However these tests possess a UMP property and imposing those restrictions implicit when the null hypothesis is not rejected does produce the conventional pooled estimator. We also provide various interpretations of the tests. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

Copyright © 2006, 2007 Unika Atma Jaya, all rights reserved