A Bounds Test of Equality Between Sets of Coefficients in Two Linear Regressions When Disturbance Variances are Unequal
研究了扰动方差不等时，用Wald检验两个线性回归系数集是否相等的问题，发现检验统计量在原假设下的分布被两个F变量乘以回归元个数的分布所界定。
Abstract This article considers the Wald test statistic for testing equality between sets of coefficients in two linear regressions when the disturbance variances are unequal. It is shown that the distribution of the test statistic under the null hypothesis is bounded, asymptotically up to the second order, by the distributions of two F variates multiplied by the number of the regressors.