Testing for parameter constancy in linear regressions
Subtitle: empirical distribution function approach
By: Jushan Bai
Series: Working paper / Dept. of Economics -- no. 93-9; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 93-9.
Publisher: Dept. of Economics, Massachusetts Institute of Technology
Published: 1993
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 38
Notes: Includes bibliographical references (p. 19-23).