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An analysis of tests for regression coefficient stability

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Author Info
Shively, Thomas S.
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File URL: http://www.sciencedirect.com/science/article/B6VC0-4582FR3-K/2/28dd6fb71184432d36c91ba7bdc13520
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 39 (1988)
Issue (Month): 3 (November)
Pages: 367-386
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Handle: RePEc:eee:econom:v:39:y:1988:i:3:p:367-386

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Nektarios Aslanidis & Anastasios Xepapadeas, 2004. "Smooth ‘inverted-V-shaped’ & smooth ‘N-shaped’ pollution-income paths," Working Papers 0405, University of Crete, Department of Economics. [Downloadable!]
  2. Martin MORYSON, . "Testing for Random Walk Coefficients in a Simple State Space Model," Sonderforschungsbereich 373 1994-21, Humboldt Universitaet Berlin.
  3. Philip A. Shively, 2001. "Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 537-551. [Downloadable!]
  4. M. Moryson, . "Tests for Random Walk Coefficients in State Space Models," Sonderforschungsbereich 373 1996-66, Humboldt Universitaet Berlin.
  5. Graham Elliott & Ulrich Mueller, 2004. "Optimally Testing General Breaking Processes in Linear Time Series Models," University of California at San Diego, Economics Working Paper Series 2003-07, Department of Economics, UC San Diego. [Downloadable!]
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