Fixed‐b analysis of LM‐type tests for a shift in mean
| Year of publication: |
2011
|
|---|---|
| Authors: | Yang, Jingjing ; Vogelsang, Timothy J. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 14.2011, 3, p. 438-457
|