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A Simple Test for Regression Parameter Instability

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  • Ashley, Richard

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  • Ashley, Richard, 1984. "A Simple Test for Regression Parameter Instability," Economic Inquiry, Western Economic Association International, vol. 22(2), pages 253-268, April.
  • Handle: RePEc:oup:ecinqu:v:22:y:1984:i:2:p:253-68
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    Cited by:

    1. Wei Yanfeng, 2013. "The Dynamic Relationships between Oil Prices and the Japanese Economy: A Frequency Domain Analysis," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 57-67, May.
    2. Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho, 1997. "A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 197-219, February.
    3. Wai-Chung Lo & Hung-Gay Fung & Morse, Joel N., 1995. "A note on Euroyen and domestic yen interest rates," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1309-1321, October.
    4. Ashley, Richard & Verbrugge, Randal, 2015. "Persistence Dependence in Empirical Relations: The Velocity of Money," Working Paper 1530, Federal Reserve Bank of Cleveland.
    5. Gamber, Edward N. & Hakes, David R., 1995. "Do shifts in federal reserve policy regimes explain interest rate anomalies?," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 227-240.
    6. Yash P. Mehra, 1985. "Inflationary expectations, money growth, and the vanishing liquidity effect of money on interest : a further investigation," Economic Review, Federal Reserve Bank of Richmond, issue Mar, pages 23-35.
    7. Subramanian S Sriram, 1999. "Survey of Literature on Demand for Money; Theoretical and Empirical Work with Special Reference to Error-Correction Models," IMF Working Papers 99/64, International Monetary Fund.
    8. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
    9. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
    10. Richard Ashley & Randal Verbrugge, 2009. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 4-20.

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