2007-05-01
Exact test for breaks in covariance in multivariate regressions
Publication
Publication
Economics Letters , Volume 95 - Issue 2 p. 241- 246
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Exact test, Heteroskedasticity, Monte Carlo test, Multivariate regression, Structural change | |
dx.doi.org/10.1016/j.econlet.2006.10.012 | |
Economics Letters | |
Organisation | Carleton University |
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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