TESTING FOR REGRESSION COEFFICIENT STABILITY WITH A STATIONARY AR(1) ALTERNATIVE

被引：34

作者：

WATSON, MW ^{[1
]}

ENGLE, RF ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,LA JOLLA,CA 92093

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1985年 / 67卷 / 02期

关键词：

D O I：

10.2307/1924737

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：341 / 346

页数：6

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