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st: re: Tiao-Goldberger test
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My redaction of Schwer et al.'s article did not include the full
reference to Tiao-Goldberger, which is
Tiao, G. C. and A. Goldberger, Testing Equality of Individual
Regression Coefficients,
WEBH Paper 6201, University of Wisconsin–Madison, Social Services
Research Institute,
1962.
I have not located a copy of that paper (but I haven't really tried).
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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