Efficient Tests for General Persistent Time Variation in Regression Coefficients

DOI10.1111/j.1467-937X.2006.00402.xzbMath1104.62066MaRDI QIDQ3421390

Graham Elliott, Ulrich K. Müller

Publication date: 12 February 2007

Published in: Review of Economic Studies (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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