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- W2034175570 abstract "Abstract Structural shift is a common problem in a relationship dealing with time series data. Chow (1960) developed a test to detect such a shift under the assumption that observations both before and after the shift have the same variance. Structural shifts, however, often accompany changes in variance as well, and the Chow test is not robust to such changes. Two relatively robust tests are proposed and are found to be highly powerful." @default.
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- W2034175570 date "1985-09-01" @default.
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- W2034175570 title "Tests for Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity" @default.
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- W2034175570 doi "https://doi.org/10.1080/01621459.1985.10478176" @default.
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