Hostname: page-component-77c89778f8-swr86 Total loading time: 0 Render date: 2024-07-16T17:08:26.322Z Has data issue: false hasContentIssue false
  • English
  • Français

Tabulation of Farebrother's Test for Linear Restriction

Published online by Cambridge University Press:  11 February 2009

Jean-Marie Dufour  and
Sophie Mahseredjian
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 4 , August 1993 , pp. 697 - 703
Copyright
Copyright © Cambridge University Press 1993

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Dufour, J.-M. Kimball's inequality and bounds tests for comparing several regressions under heteroskedasticity. In Hackl, P. and Westlund, A. (eds.), Economic Structural Change: Analysis and Forecasting, Chapter 4. Berlin: Springer-Verlag, 1991.Google Scholar
2.Farebrother, R.W.Testing linear restrictions with unequal variances: A problem. Econometric Theory 4 (1988): 349.Google Scholar
3.Farebrother, R.W.Testing linear restrictions with unequal variances: A solution. Econometric Theory 5 (1989): 324–326.CrossRefGoogle Scholar
4.Gupta, S.S. & Sobel, M.. On the smallest of several correlated F statistics. Biometrika 49 (1962): 509–523.CrossRefGoogle Scholar
5.Kimball, A.W.On dependent tests of significance. Annals of Mathematical Statistics 22 (1951): 600–602.CrossRefGoogle Scholar
6.Ohtani, K. & Kobayashi, M.. A bounds test for equality between sets of coefficients in two linear regression models under heteroskedasticity. Econometric Theory 2 (1986): 220–231.CrossRefGoogle Scholar
7.Shephard, N.Tabulation of Farebrother's test for linear restrictions: A problem. Econometric Theory 8 (1992): 583–584.CrossRefGoogle Scholar