AN ALTERNATIVE TEST FOR REGRESSION COEFFICIENT STABILITY

被引:11
作者
KING, ML [1 ]
机构
[1] UNIV SOUTHAMPTON,DEPT ECON,SOUTHAMPTON SO9 5NH,HANTS,ENGLAND
关键词
D O I
10.2307/1927249
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:379 / 381
页数:3
相关论文
共 8 条
[1]   HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J].
DAVIES, RB .
BIOMETRIKA, 1977, 64 (02) :247-254
[2]  
EVANS MA, 1985, AUSTR J STATISTICS, V27, P68
[3]  
KING ML, 1985, J ROY STAT SOC B MET, V47, P98
[4]  
KING ML, 1987, SPECIFICATION ANAL L
[5]  
NABEYA S, 1986, JAN AUSTR MATH SOC S
[6]  
Palm FC., 1984, STATISTISCHE HEFTE, V25, P87
[7]  
ROSENBERG B, 1973, ANN ECON SOC MEAS, V2, P399
[8]   TESTING FOR REGRESSION COEFFICIENT STABILITY WITH A STATIONARY AR(1) ALTERNATIVE [J].
WATSON, MW ;
ENGLE, RF .
REVIEW OF ECONOMICS AND STATISTICS, 1985, 67 (02) :341-346