Vol: 36 Page: 257

Authors:
Małgorzata Szczepanik
Mirosława Wesołowska-Janczarek

Title:
 Comparison of tests for checking equality of two regression models under heteroscedasticity

Language: Polish

Keywords:
heteroscedasticity
regression models
significance tests
Monte Carlo simulations

Summary:
The paper presents the review and comparison of several tests for equality vectors of coefficients of two regression models when heteroscedasticity holds. The empirical significance level and empirical power of tests are calculated by means of Monte Carlo simulations. Test ranks based on loss functions are presented.