Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

Hypothesis testing when a nuisance parameter is present only under the alternative

1987 • 2,016 citations

Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

1978 • 1,361 citations

Tests of the Hypothesis That a Linear Regression System Obeys Two Separate Regimes

1960 • 1,112 citations

Stationary and Related Stochastic Processes

1967 • 782 citations

Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models

1983 • 467 citations

Estimation in the Presence of Stochastic Parameter Variation

1976 • 308 citations

An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model

1984 • 286 citations

Two Methods for Examining the Stability of Regression Coefficients

1977 • 215 citations

Maximum likelihood estimation of regression models with autoregressive-moving average disturbances

1979 • 211 citations

Some identification and estimation results for regression models with stochastically varying coefficients

1980 • 161 citations

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

2000 • 104 citations

An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model

1978 • 86 citations

Time-Varying Parameter Regression Models

1983 • 68 citations