scientific article; zbMATH DE number 3921769

zbMATH Open0576.62074MaRDI QIDQ3696337FDOQ3696337

Authors: Herman J. Bierens 

Publication date: 1984

Title of this publication is not available (Why is that?)

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• Testing parameter constancy in linear models against stochastic stationary parameters
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• Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
• A new test for structural stability in the linear regression model
• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative

zbMATH Keywords

distributionordinary least squares estimatorsstochastic regressorsasymptotic chi-squarenew test for parameter constancy of linear regressionstime series applications

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

Cited In (12)

• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• Testing for structural stability in the whole sample
• Title not available (Why is that?)
• Testing for parameter instability in predictive regression models
• Testing Constancy for Isotonic Regressions
• Title not available (Why is that?)
• Testing for Heterogeneous Parameters in Least-Squares Approximations
• Testing for constant variance in a linear model
• Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
• Testing the constancy in varying-coefficient regression models
• Testing the constancy of regression parameters against continuous structural change
• A note on testing for switching regressions

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