Testing For Structural Change Under Heteroscedasticity :A Note And An Application

Aysıt TANSEL

doi:https://doi.org/10.1501/Commua1_0000000540

Makale detayları

Testing For Structural Change Under Heteroscedasticity :A Note And An Application

Yazarlar:

Aysıt TANSEL

Yayıncı:

Ankara University

Ana Başlıklar:

Matematik

Dergi:

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 1987 Vol.36 Issue 02, pp.0-0

Belge Tipi:

Makale

Yayın Tarihi:

12/1986

Belge Dili:

İngilizce

Document ID (Org No.):

2000910418

Sıklık:

Üç Aylık

eISSN:

2618-6470

pISSN:

1303-5991

DOI:

https://doi.org/10.1501/Commua1_0000000540

Özet:

 

Testing for structural change or the Chow Test enjoyed numerous applications since its introduction by Chow. There have also been several extentions of this test. One of the more re- cent extentions is to the case of structures with unequal disturbance variances. This paper ex- tends the computationally sîmple Lagrange Multiplier test of structural change under hetero- scedasticity introduced by Erlat to the case of several structures. The result is then used in testing the Life-Cycle Hypothesis of saving utilizing household expenditure survey data of Ankara.

Makale detayları

Testing For Structural Change Under Heteroscedasticity :A Note And An Application

Yazarlar: Aysıt TANSEL

Yayıncı: Ankara University

Ana Başlıklar: Matematik

Dergi: Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 1987 Vol.36 Issue 02, pp.0-0

Belge Tipi: Makale

Yayın Tarihi: 12/1986

Belge Dili: İngilizce

Document ID (Org No.): 2000910418

Sıklık: Üç Aylık

eISSN: 2618-6470

pISSN: 1303-5991

DOI: https://doi.org/10.1501/Commua1_0000000540

Sayı

Yazarlar:

Aysıt TANSEL

Yayıncı:

Ankara University

Ana Başlıklar:

Matematik

Dergi:

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 1987 Vol.36 Issue 02, pp.0-0

Belge Tipi:

Makale

Yayın Tarihi:

12/1986

Belge Dili:

İngilizce

Document ID (Org No.):

2000910418

Sıklık:

Üç Aylık

eISSN:

2618-6470

pISSN:

1303-5991

DOI:

https://doi.org/10.1501/Commua1_0000000540