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Testing Linear Restrictions with Unequal Variances

Published online by Cambridge University Press:  18 October 2010

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Copyright © Cambridge University Press 1988 

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References

1. Jayatissa, W.A. Tests of equality between sets of coefficients in two linear regressions when disturbance variances are unequal. Econometrica 45 (1977): 12911292.10.2307/1914075CrossRefGoogle Scholar
2. Ohtani, K. & Kobayashi, M.. A bounds test for equality between sets of coefficients in two linear regression models under heteroscedasticity. Econometric Theory 2 (1986): 220231.10.1017/S0266466600011506CrossRefGoogle Scholar
3. Weerahandi, S. Testing regression equality with unequal variances. Econometrica 55 (1987): 12111215.10.2307/1911268CrossRefGoogle Scholar
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