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Tabulation of Farebrother's Test for Linear Restrictions

Published online by Cambridge University Press:  18 October 2010

Neil Shephard
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 8 , Issue 4 , December 1992 , pp. 583 - 584
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCES

1.Farebrother, R.W.Testing linear restrictions with unequal variances, a problem. Econometric Theory 4 (1988): 349.CrossRefGoogle Scholar
2.Farebrother, R.W.Testing linear restrictions with unequal variances, a problem. Econometric Theory 5 (1989): 324–326.CrossRefGoogle Scholar
3.Jayatissa, W.A.Tests of equality between two sets of coefficients in two linear regression models when disturbance variances are unequal. Econometrica 45 (1977): 1291–1292.CrossRefGoogle Scholar
4.Ohtani, K. & Kobayashi, M.. A bounds test equality between sets of coefficients in two linear regression models under heteroscedasticity. Econometric Theory 2 (1986): 220–231.CrossRefGoogle Scholar