Testing for parameter constancy in linear regressions: An empirical distribution function approach

Econometrica

Volumn 64, Issue 3, 1996, Pages 597-622

  Bai, Jushan ^a  

^a NONE

Author keywords

Empirical distribution function; Sequential empirical process; Structural change; Two parameter Brownian bridge; Weak convergence

Indexed keywords

BROWNIAN BRIDGE; CONSISTENT ESTIMATOR; DISTRIBUTION FUNCTION; EMPIRICAL PROCESS; LINEAR REGRESSION; VARIANCE; WEAK CONVERGENCE;

REGRESSION ANALYSIS;

EID: 0030366522     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171863     Document Type: Article

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