Two Methods for Examining the Stability of Regression Coefficients
检验回归系数稳定性的两种方法
This paper investigates the power of two methodologies, the tests of Brown, Durbin, and Evans [2] and variable parameter regression, to detect several varieties of instability in the coefficients of a linear regression model. The study reported by Khan [10] on the stability of the demand for money is replicated with variable parameter regression, and his results are in part questioned and in part sharpened.