Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model

Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model
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线性回归模型误差方差和系数变化的两步测试的陷阱

DOI:
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发表时间:
2019
期刊:
Graduate School of Economics, Hitotsubashi University Discussion Paper
影响因子:
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通讯作者:
Yohei Yamamoto
Yohei Yamamoto
中科院分区:
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文献类型:
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作者:
Pierre Perron;Yohei Yamamoto

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