Testing the constancy of regression parameters against continuous structural change

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Gregory C. Chow · Econometrica · 1960 · 6.5K citations

Business, Biostatistics, Econometrics +7

Techniques for Testing the Constancy of Regression Relationships Over Time

R. L. Brown, J. Durbin, Jessica Evans · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 5K citations

Business, Mathematics, Econometrics +16

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations

Management, Business Economics, Change Measurement +14

Inference in Linear Time Series Models with some Unit Roots

Christopher A. Sims, James H. Stock, Mark W. Watson · Econometrica · 1990 · 2.6K citations

Social Sciences, Economics, Econometrics +10

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

Timo Teräsvirta · Journal of the American Statistical Association · 1994 · 2.1K citations

Business, Business Economics, Econometrics +10