Testing for parameter constancy in linear regressions : empirical distribution function approach

Name

testingforparame00baij.pdf

Size

1.9 MB

Format

Adobe PDF

Checksum (MD5)

226832e304e2b5bf2b62f342b4490556

Author(s)

Bai, Jushan

Date Issued

1993

Publisher

Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 93-9

Persistent DSpace Link