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BibTeX entry
@Article{Coutts:1997:PSM,
author = "J. Andrew Coutts and Jennifer Roberts and Terence C.
Mills",
title = "Parameter Stability in the Market Model: Tests and
Time Varying Parameter Estimation With {UK} Data",
journal = j-J-R-STAT-SOC-SER-D-STATISTICIAN,
volume = "46",
number = "1",
pages = "57--70",
month = "????",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.2307/2988493",
ISSN = "0039-0526 (print), 1467-9884 (electronic)",
ISSN-L = "0039-0526",
bibdate = "Thu Jan 22 18:10:24 MST 2015",
bibsource = "http://www.jstor.org/stable/i349996;
http://www.math.utah.edu/pub/tex/bib/jrss-d-1990.bib",
URL = "http://www.jstor.org/stable/2988493",
acknowledgement = ack-nhfb,
fjournal = "Journal of the Royal Statistical Society. Series D
(The Statistician)",
journal-URL = "http://www.jstor.org/journals/00390526.html",
}
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