Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative.
| Year of publication: |
1985
|
|---|---|
| Authors: | Watson, Mark W ; Engle, Robert F |
| Published in: |
The Review of Economics and Statistics. - MIT Press. - Vol. 67.1985, 2, p. 341-46
|
| Publisher: |
MIT Press |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005697302