Tests of Equality Between Sets of Coefficients in Two Linear Regressions.

Chow, G. C. (1960). Tests of Equality Between Sets of Coefficients in Two Linear Regressions. Econometrica, 591-605.

Type

Journal article

Intellectual base

Primary research

Year

1960

DOI

10.2307/1910133

Link

https://doi.org/10.2307/1910133

Cited by

2 citations across 2 artifacts.

Domain-specific

• Chow Test
  • It fits a restricted pooled model that forces coefficient stability, fits unrestricted partition-specific models that allow every tested coefficient to differ, and asks whether the reduction in residual sum of squares from allowing separate vectors is large relative to the unrestricted residual variance.
• Structural Break
  • Chow's primary paper makes the equality-of-coefficients question and its regression assumptions explicit.

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