Stability Tests for Linear Regression Models

Lev Slutskin

Applied Econometrics, 2007, vol. 6, issue 2, 126-135

Abstract: A number of common tests for stability of a classical linear regression model are considered in the paper. The case where a point of structural change is not known in advance has been given a special treatment

Keywords: nested and non-nested models; recursive tests; stability; structural change (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2007
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