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

[Pankaj K Agarwal]

Please discard my previous mail. My updated question is as follows:Hi1. How can a wald test be performed in R for testing whether parameters estimated through an OLS regression of the form yt=a+ bxt+ et  are time varying? Can it be done with lm()Thanks in advance for kind help.


Regards,Pankaj K Agarwal
+91-98397-11444http://in.linkedin.com/in/pankajkagarwal/ 

    On Saturday, 9 July 2016 1:12 PM, Pankaj K Agarwal via R-SIG-Finance <r-sig-finance at r-project.org> wrote:
 
 

 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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