Öztürk, Serda Selin; Stengos, Thanasis - In: Economics Letters 125 (2014) 1, pp. 119-122
By means of an extensive Monte Carlo simulation study based on the design of Chen and Hong (2012) we compare the performance of the tests they proposed for parameter stability with the linearity test of Li et al. (2002) and the functional form test of Li and Wang (1998). We find that the test...