Exact test for breaks in covariance in multivariate regressions

L. Khalaf (Lynda A.) and Kichian, M. (Maral)

2007-05-01

Economics Letters , Volume 95 - Issue 2 p. 241- 246

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
Organisation	Carleton University
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	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

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