On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives

Authors
V.K. Jandhyala I.B. MacNeill
Citation
V.K. Jandhyala et I.B. MacNeill, On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives, Econometric theory, 8(04), 1992, pp. 501
Journal title
Econometric theory → ACNP
ISSN journal
02664666
Volume
8
Issue
04
Year of publication
1992
Database
ICR
SICI code
0266-4666(1992)8:04<501:OTFTCO>2.0.ZU;2-O