A moving-estimates test for parameter stability and its boundary-crossing probability
Contributors: Hornik, Kurt, 1963-; Kuan, Chung-Ming; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no. 92-0148; BEBR faculty working paper -- no. 92-0148.
Publisher: University of Illinois at Urbana-Champaign
Published: 1992
Place of publication: Champaign
Language: eng