| 结构稳定性CHOW检验的再探 |
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| 引用本文： | 江海峰.结构稳定性CHOW检验的再探[J].经济数学,2008,25(3). |
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| 作者姓名： | 江海峰 |
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| 作者单位： | 安徽工业大学经济学院,安徽马鞍山,243002 |
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| 基金项目： | 安徽省高校科研项目
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| 摘 要： | 本文首先回顾了CHOW检验的概念和检验方法,然后给出了单方程约束检验方法,并利用FWL定理证明了其与CHOW检验的等价性,最后通过引入虚拟变量从另一个角度给出了CHOW检验的实现方法.
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| 关 键 词： | CHOW检验 FWL定理 虚拟变量 |
A FURTHER RESEARCH ON CHOW TEST OF STRUCTURAL STABILITY |
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| Jiang Haifeng.A FURTHER RESEARCH ON CHOW TEST OF STRUCTURAL STABILITY[J].Mathematics in Economics,2008,25(3). |
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| Authors: | Jiang Haifeng |
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| Institution: | Jiang Haifeng (School of Economics,Auhui University of Technology,Ma\'anshan 243002,China) |
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| Abstract: | The paper first offers the concept and testing method of CHOW test.Then puts forth another way based on single model with reatricted equation as well as proofs the consistency between them based on the FWL theorem.Finally,a model with dummy variables is introduced to perform the CHOW test which simplifies the test at a different angle. |
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| Keywords: | Chow test FWL theorem dummy variable |
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