Exact test for breaks in covariance in multivariate regressions

L. Khalaf (Lynda) 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
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style BibTex Format Endnote Format RIS Format CSL 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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