Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10001753313
Persistent link: https://www.econbiz.de/10010433401
There are a large number of tests for instability or breaks in coefficients in regression models designed for different possible departures from a stable regression. We make two contributions to this literature. First, we provide conditions under which optimal tests are asymptotically...
Persistent link: https://www.econbiz.de/10014084421