Monitoring Parameter Constancy with Endogenous Regressors

Eiji Kurozumi and 英司 黒住

No 2016-01, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: structural change; CUSUM test; instrumental variable; Phillips curve (search for similar items in EconPapers)
JEL-codes: C12 C22 C26 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2016-01-20
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2016-01

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