Research Article
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Year 1987, Volume: 36 Issue: 02, 0 - 0, 01.01.1987

Aysıt Tansel

https://doi.org/10.1501/Commua1_0000000540

Abstract

References

  • Ankara Üniversitesi – Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Dergisi

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

Year 1987, Volume: 36 Issue: 02, 0 - 0, 01.01.1987

Aysıt Tansel

https://doi.org/10.1501/Commua1_0000000540

Abstract

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.

Keywords

Application Testing Structural Change

References

  • Ankara Üniversitesi – Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Dergisi
There are 1 citations in total.

Details

Primary Language English
Subjects Mathematical Sciences
Journal Section Research Articles
Authors

Aysıt Tansel This is me

Publication Date January 1, 1987
Submission Date January 1, 1987
Published in Issue Year 1987 Volume: 36 Issue: 02

Cite

APA Tansel, A. (1987). Testing For Structural Change Under Heteroscedasticity :A Note And An Application. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, 36(02). https://doi.org/10.1501/Commua1_0000000540
AMA Tansel A. Testing For Structural Change Under Heteroscedasticity :A Note And An Application. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. January 1987;36(02). doi:10.1501/Commua1_0000000540
Chicago Tansel, Aysıt. “Testing For Structural Change Under Heteroscedasticity :A Note And An Application”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 36, no. 02 (January 1987). https://doi.org/10.1501/Commua1_0000000540.
EndNote Tansel A (January 1, 1987) Testing For Structural Change Under Heteroscedasticity :A Note And An Application. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 36 02
IEEE A. Tansel, “Testing For Structural Change Under Heteroscedasticity :A Note And An Application”, Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat., vol. 36, no. 02, 1987, doi: 10.1501/Commua1_0000000540.
ISNAD Tansel, Aysıt. “Testing For Structural Change Under Heteroscedasticity :A Note And An Application”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 36/02 (January 1987). https://doi.org/10.1501/Commua1_0000000540.
JAMA Tansel A. Testing For Structural Change Under Heteroscedasticity :A Note And An Application. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 1987;36. doi:10.1501/Commua1_0000000540.
MLA Tansel, Aysıt. “Testing For Structural Change Under Heteroscedasticity :A Note And An Application”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, vol. 36, no. 02, 1987, doi:10.1501/Commua1_0000000540.
Vancouver Tansel A. Testing For Structural Change Under Heteroscedasticity :A Note And An Application. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 1987;36(02).

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.

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