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This paper compares analytically the power of the Jayatissa (1977) and Tsurumi (1984) tests for structural change in a heteroskedastic normal linear regression model with two equal-sized independent sub-samples. It is shown that the non-centrality parameter of the Tsurumi test cannot exceed that of the Jayatissa test and some conditions are obtained under which one test dominates the other. 相似文献
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