An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation

Sun, YX; Wang, XX

Wang, XX (corresponding author), XMU, WISE, 422 South Siming Rd, Xiamen, Fujian, Peoples R China.

ECONOMETRIC REVIEWS, ; ():

Abstract

This study proposes a simple, trustworthy Chow test in the presence of heteroscedasticity and autocorrelation. The test is based on a series heterosce......

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