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- W2045188056 abstract "This paper compares analytically the power of the Jayatissa (1977) and Tsurumi (1984) tests for structural change in a heteroskedastic normal linear regression model with two equal-sized independent sub-samples. It is shown that the non-centrality parameter of the Tsurumi test cannot exceed that of the Jayatissa test and some conditions are obtained under which one test dominates the other." @default.
- W2045188056 created "2016-06-24" @default.
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- W2045188056 date "1993-01-01" @default.
- W2045188056 modified "2023-09-23" @default.
- W2045188056 title "The power of two exact tests for structural change in the presence of heteroskedasticity" @default.
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- W2045188056 doi "https://doi.org/10.1080/03610929308831145" @default.
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