The Cox test in Example 8.3 has the same difficulty as the J test in Example 8.2.

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The Cox test in Example 8.3 has the same difficulty as the J test in Example 8.2. The sample period might be too long for the test not to have been affected by underlying structural change. Repeat the computations using the 1980 to 2000 data.

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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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Question Posted: Nov 11, 2010 02:51 AM

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The Cox test in Example 8.3 has the same difficulty as the J test in Example 8.2.

Question:

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Repeating the computations in Example 83 using the shorter data set produces q01 3...View the full answer

Econometric Analysis

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