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The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

Published online by Cambridge University Press:  11 February 2009

Abstract

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Other
Copyright
Copyright © Cambridge University Press 1991

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References

1. Chow, G.C. Tests of equality between sets of coefficients in two linear regressions. Econometrica 28 (1960): 591605.CrossRefGoogle Scholar
2. Theil, H. Principles of Econometrics. New York: Wiley, 1971.Google Scholar