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Table of Contents

A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables.- Heteroskedasticity-Robust Tests for Structural Change.- A Switching Regression Model with Different Change-Points for Individual Coefficients and its Application to the Energy Demand Equations for Japan.- Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem.- Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model.- Robust Bayesian Analysis of a Parameter Change in Linear Regression.- The Stability Assumption in Tests of Causality Betwen Money and Income.- A Sequential Approach to Testing for Structural Change in Econometric Models.- Statistical Analysis of “Structural Change”: An Annotated Bibliography.