{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,14]],"date-time":"2026-10-14T11:50:40Z","timestamp":1791978640581,"version":"4.4.0"},"reference-count":26,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":6530,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1992,12]]},"abstract":"<jats:p>The locally best invariant statistic to test for the constancy of regression coefficients under a random walk alternative is shown to be the same as a Bayesian-type statistic derived under a change-point alternative. Asymptotic theory for this and more general statistics is discussed.<\/jats:p>","DOI":"10.1017\/s0266466600013190","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:15:30Z","timestamp":1287393330000},"page":"501-517","source":"Crossref","is-referenced-by-count":13,"title":["On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives"],"prefix":"10.1017","volume":"8","author":[{"given":"V.K.","family":"Jandhyala","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"I.B.","family":"MacNeill","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600013190_ref023","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/62.2.407"},{"key":"S0266466600013190_ref021","first-page":"173","article-title":"On multivariate tests for detecting change in mean","volume":"35","author":"Sen","year":"1973","journal-title":"Sankhya"},{"key":"S0266466600013190_ref020","first-page":"501","article-title":"A Bayesian approach to estimation of time varying regression coefficients","volume":"2","author":"Sarris","year":"1973","journal-title":"Annals of Economic and Social Measurement"},{"key":"S0266466600013190_ref019","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(80)90084-6"},{"key":"S0266466600013190_ref018","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176350701"},{"key":"S0266466600013190_ref017","doi-asserted-by":"publisher","DOI":"10.2307\/3213965"},{"key":"S0266466600013190_ref016","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176995491"},{"key":"S0266466600013190_ref015","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176344133"},{"key":"S0266466600013190_ref014","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176342816"},{"key":"S0266466600013190_ref013","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(81)90099-3"},{"key":"S0266466600013190_ref012","doi-asserted-by":"publisher","DOI":"10.1016\/0378-3758(91)90043-E"},{"key":"S0266466600013190_ref010","doi-asserted-by":"publisher","DOI":"10.2307\/2346968"},{"key":"S0266466600013190_ref009","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177697808"},{"key":"S0266466600013190_ref008","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176343000"},{"key":"S0266466600013190_ref004","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177700517"},{"key":"S0266466600013190_ref022","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176343001"},{"key":"S0266466600013190_ref003","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1111\/j.2517-6161.1975.tb01532.x","article-title":"Techniques for testing the constancy of regression relationships over time","volume":"37","author":"Brown","year":"1975","journal-title":"Journal of the Royal Statistical Society"},{"key":"S0266466600013190_ref001","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177729437"},{"key":"S0266466600013190_ref005","first-page":"463","article-title":"Systematic (non-random) variation models, varying parameter regression: A theory and some applications","volume":"2","author":"Cooley","year":"1973","journal-title":"Annals of Economic and Social Measurement"},{"key":"S0266466600013190_ref006","doi-asserted-by":"publisher","DOI":"10.2307\/1911389"},{"key":"S0266466600013190_ref025","doi-asserted-by":"crossref","unstructured":"25. Tang S.M. & MacNeill I.B. . Monitoring statistics which have increased power over a reduced time range. Environmental Monitoring and Assessment (1992): to appear.","DOI":"10.1007\/BF00406961"},{"key":"S0266466600013190_ref026","doi-asserted-by":"publisher","DOI":"10.1080\/00401706.1983.10487817"},{"key":"S0266466600013190_ref011","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4149(89)90045-8"},{"key":"S0266466600013190_ref024","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(80)90001-9"},{"key":"S0266466600013190_ref002","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1954.10501232"},{"key":"S0266466600013190_ref007","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1970.10481167"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600013190","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,26]],"date-time":"2025-02-26T21:33:34Z","timestamp":1740605614000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600013190\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1992,12]]},"references-count":26,"journal-issue":{"issue":"4","published-print":{"date-parts":[[1992,12]]}},"alternative-id":["S0266466600013190"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600013190","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1992,12]]}}}