ONCE AGAIN: TESTING FOR REGIONAL HOMOGENEITY*
在Zellner似不相关回归模型中,通过改变检验统计量的线性约束,提出一种既能检验整体同质性也能检验单个系数同质性的方法,并以德国11个州的消费函数为例进行说明。
ABSTRACT. Summarizing the foregoing discussions in this journal on testing for regional homogeneity the present note shows that in the model of Zellner's seemingly unrelated regressions one test statistic may be used not only to test for overall homogeneity but also to examine for individual coefficient homogeneity. This aim is achieved by varying the linear restrictions in the test statistic according to different problems. To illustrate these tests regional consumption functions for the 11 Bundesläder (States) of the Federal Republic of Germany are used.