EXACT TEST FOR PRESENCE OF RANDOM-WALK COEFFICIENTS IN A LINEAR-REGRESSION MODEL

[1] COOLEY TF, 1975, ANN ECON SOC MEAS, V4, P373

[2] ESTIMATION IN PRESENCE OF STOCHASTIC PARAMETER VARIATION [J]. ECONOMETRICA, 1976, 44 (01) : 167 - 184

[3] COOLEY TF, 1973, CHANGING SUPPLY RESP

[4] COOLEY TF, 1971, THESIS U PENNSYLVANI

[5] LINEAR DYNAMIC RECURSIVE ESTIMATION FROM VIEWPOINT OF REGRESSION-ANALYSIS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) : 815 - 821

[6] HEDRICK CL, 1973, AM ECON REV, V63, P968

[7] Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[8] Kalman R.E., 1961, J BASIC ENG-T ASME, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

[9] Klein L., 1953, TXB ECONOMETRICS

[10] MCWHORTER A, 1975, P BUSINESS EC STATIS

[1] COOLEY TF, 1975, ANN ECON SOC MEAS, V4, P373

[2] ESTIMATION IN PRESENCE OF STOCHASTIC PARAMETER VARIATION [J]. ECONOMETRICA, 1976, 44 (01) : 167 - 184

[3] COOLEY TF, 1973, CHANGING SUPPLY RESP

[4] COOLEY TF, 1971, THESIS U PENNSYLVANI

[5] LINEAR DYNAMIC RECURSIVE ESTIMATION FROM VIEWPOINT OF REGRESSION-ANALYSIS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) : 815 - 821

[6] HEDRICK CL, 1973, AM ECON REV, V63, P968

[7] Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[8] Kalman R.E., 1961, J BASIC ENG-T ASME, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

[9] Klein L., 1953, TXB ECONOMETRICS

[10] MCWHORTER A, 1975, P BUSINESS EC STATIS