This paper examines the formal procedures for testing the constancy of the entire set of coeffecients in a regression eguation.Then we are interested in asking if fi in eçuation Y = X P + U remains constant över T periods of time. Thus, the appropriate test statistic is provided for the null hypothesis. The distribution of the residuals and suhsampling in the general linear model is discussed.
Primary Language | English |
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Subjects | Mathematical Sciences |
Journal Section | Research Articles |
Authors | |
Publication Date | January 1, 1976 |
Submission Date | January 1, 1976 |
Published in Issue | Year 1976 Volume: 25 |
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.
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