Ohtani, Kazuhiro; Kobayashi, Masahito - In: Econometric Theory 2 (1986) 02, pp. 220-231
This article proposes a small sample bounds test for equality between sets of coefficients in two linear regressions with unequal disturbance variances. The probability that our test is inconclusive is given under the null hypothesis. It is also shown that our test is more powerful than the...
