Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative

1 May 1985

journal article
Published by JSTOR in The Review of Economics and Statistics

Vol. 67 (2) , 341
https://doi.org/10.2307/1924737

Abstract

We discuss the problem of testing for constant versus time varying regression coefficients. Our alternative hypothesis allows the coefficients to follow a stati...

Keywords

TESTING FOR REGRESSION
COEFFICIENT STABILITY
STATIONARY AR
REGRESSION COEFFICIENT
ALTERNATIVE

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