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st: re: Tiao-Goldberger test


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: Tiao-Goldberger test
Date   Sat, 14 Feb 2009 09:53:05 -0500

<>
My redaction of Schwer et al.'s article did not include the full reference to Tiao-Goldberger, which is

Tiao, G. C. and A. Goldberger, Testing Equality of Individual Regression Coefficients, WEBH Paper 6201, University of Wisconsin–Madison, Social Services Research Institute,
1962.

I have not located a copy of that paper (but I haven't really tried).

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html



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