constancy of regression
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Testing the constancy of regression parameters against continuous structural change

1994 ◽  
Vol 62 (2) ◽  
pp. 211-228 ◽  
Author(s):  
Chien-Fu Jeff Lin ◽  
Timo Teräsvirta
Keyword(s):  
Structural Change ◽  
Regression Parameters ◽  
Constancy Of Regression

Condition for the constancy of regression of a polynomial statistic on a sample mean

1994 ◽  
Vol 68 (4) ◽  
pp. 469-474
Author(s):  
A. A. Zinger ◽  
L. B. Klebanov
Keyword(s):  
Sample Mean ◽  
Constancy Of Regression

On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives

1992 ◽  
Vol 8 (4) ◽  
pp. 501-517 ◽  
Author(s):  
V.K. Jandhyala ◽  
I.B. MacNeill
Keyword(s):  
Random Walk ◽  
Change Point ◽  
Asymptotic Theory ◽  
Regression Coefficients ◽  
Type Statistic ◽  
Invariant Statistic ◽  
Constancy Of Regression

The locally best invariant statistic to test for the constancy of regression coefficients under a random walk alternative is shown to be the same as a Bayesian-type statistic derived under a change-point alternative. Asymptotic theory for this and more general statistics is discussed.

The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

1991 ◽  
Vol 7 (3) ◽  
pp. 419-420 ◽  
Author(s):  
Marcellus S. Snow ◽  
Eric Iksoon
Keyword(s):  
Regression Coefficient ◽  
Test Statistics ◽  
Constancy Of Regression
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