Publications
2 shownTesting for Regression Coefficient Stability with a Stationary AR(1) Alternative
A bstract-We discuss the problem of testing for constant versus time varying regression coefficients. Our alternative hypothesis allows the coefficients to follow a stationary A...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 961
- Institution
- Harvard University
External Links
Identifiers
- ORCID
- 0009-0009-9986-3466
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.