Testing for parameter stability in a regression model with AR(1) errors

DOI10.1016/0165-1765(86)90074-1zbMath1328.62093OpenAlexW1964086016MaRDI QIDQ899728

Thanasis Stengos, C. Bram Cadsby

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90074-1

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Statistical methods; economic indices and measures (91B82)

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