A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity

B-Tier
Journal: Econometric Theory
Year: 1986
Volume: 2
Issue: 2
Pages: 220-231

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article proposes a small sample bounds test for equality between sets of coefficients in two linear regressions with unequal disturbance variances. The probability that our test is inconclusive is given under the null hypothesis. It is also shown that our test is more powerful than the Jayatissa test when the regression coefficients differ substantially.

Technical Details

RePEc Handle
repec:cup:etheor:v:2:y:1986:i:02:p:220-231_01
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25