Mosum tests for parameter constancy
By: Chia-Shang J. Chu, Kurt Hornik, Chung-Ming Kuan
Contributors: Hornik, Kurt, 1963-; Kuan, Chung-Ming; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 92-0164; BEBR faculty working paper -- no. 92-0164
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1992
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 29
Notes: Includes bibliographical references.