Testing parameter constancy in linear models against stochastic stationary parameters
| Year of publication: |
1999
|
|---|---|
| Authors: | Lin, Chien-Fu Jeff ; Teräsvirta, Timo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 90.1999, 2, p. 193-214
|