Some comparisons of tests for a shift in the slopes of a multivariate linear time series model

A-Tier

Journal: Journal of Econometrics

Year: 1975

Volume: 3

Issue: 3

Pages: 297-318

Authors (3)

Farley, John U. (not in RePEc) Hinich, Melvin McGuire, Timothy W. (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count