A SIMPLE TEST FOR REGRESSION PARAMETER INSTABILITY

[1] ASHLEY RA, 1980, TEXAS FORECASTING ST

[2] BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149

[3] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

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

[5] Cooley TF, 1973, INT ECON REV, V14

[6] TEST FOR A SHIFTING SLOPE COEFFICIENT IN A LINEAR MODEL [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (331) : 1320 - &

[7] Farley JU, 1975, J ECONOMETRICS, V3, P297, DOI DOI 10.1016/0304-4076(75)90037-8

[8] 2 METHODS FOR EXAMINING STABILITY OF REGRESSION COEFFICIENTS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) : 54 - 63

[9] ALTERNATIVE PROOF AND GENERALIZATION OF A TEST FOR STRUCTURAL-CHANGE [J]. AMERICAN STATISTICIAN, 1976, 30 (03) : 122 - 123

[10] HOLT CC, 1980, TEXAS FORECASTING ST

[1] ASHLEY RA, 1980, TEXAS FORECASTING ST

[2] BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149

[3] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

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

[5] Cooley TF, 1973, INT ECON REV, V14

[6] TEST FOR A SHIFTING SLOPE COEFFICIENT IN A LINEAR MODEL [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (331) : 1320 - &

[7] Farley JU, 1975, J ECONOMETRICS, V3, P297, DOI DOI 10.1016/0304-4076(75)90037-8

[8] 2 METHODS FOR EXAMINING STABILITY OF REGRESSION COEFFICIENTS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) : 54 - 63

[9] ALTERNATIVE PROOF AND GENERALIZATION OF A TEST FOR STRUCTURAL-CHANGE [J]. AMERICAN STATISTICIAN, 1976, 30 (03) : 122 - 123

[10] HOLT CC, 1980, TEXAS FORECASTING ST