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The Characteristic Function of a Simple Random Walk Test Statistic

Published online by Cambridge University Press:  11 February 2009

R.W. Farebrother
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 6 , Issue 3 , September 1990 , pp. 405 - 406
Copyright
Copyright © Cambridge University Press 1990

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References

1.Nabeya, S. & Tanaka, K.. Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative. Annals of Statistics 16 (1988): 218–235.CrossRefGoogle Scholar