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Please use this identifier to cite or link to this item: http://hdl.handle.net/10086/30296

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Title: Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model
Authors: Perron, Pierre
Yamamoto, Yohei  
Issue Date: Apr-2019
Publisher: Graduate School of Economics, Hitotsubashi University
Physical Description: 12 p.
Series/Report no.: Discussion papers ; No. 2019-01
Language: eng
Text Version: publisher
Appears in Collections:Discussion papers / Graduate School of Economics, Hitotsubashi University

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