Variance estimators in the chu‐white test for structural change (Q4232104): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+A trend-resistant test for structural change based on OLS residuals
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+The Cusum Test with Ols Residuals
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