Additional Metadata
Keywords Exact test, Heteroskedasticity, Monte Carlo test, Multivariate regression, Structural change
Persistent URL dx.doi.org/10.1016/j.econlet.2006.10.012
Journal Economics Letters
Citation
Khalaf, L, & Kichian, M. (Maral). (2007). Exact test for breaks in covariance in multivariate regressions. Economics Letters, 95(2), 241–246. doi:10.1016/j.econlet.2006.10.012