Detecting structural change with heteroskedasticity

Ahmed, M; Haider, G; Zaman, A

Ahmed, M (reprint author), Cornell Univ, Dept Econ, Ithaca, NY 14853 USA.; Ahmed, M (reprint author), COMSATS Inst Informat Technol, Dept Management Sci, Pk Rd Chak Shehzad, Islamabad 45550, Pakistan.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017; 46 (21): 10446

Abstract

The hypothesis of structural stability that the regression coefficients do not change over time is central to all applications of linear regression mo......

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