[R-SIG-Finance] Wald test for time-varying OLS parameters

Pankaj K Agarwal pankajsbi at yahoo.com
Sat Jul 9 09:37:03 CEST 2016


Hi1. How can a wald test be performed in R for testing whether parameters estimated through an OLS regression (on a time series of returns) are time varying? Can it be done with lm()Thanks in advance for kind help.
 Regards,Pankaj K Agarwal
+91-98397-11444

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