Exact test for breaks in covariance in multivariate regressions (Q1934045)
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scientific article; zbMATH DE number 6131171
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| default for all languages | No label defined |
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| English | Exact test for breaks in covariance in multivariate regressions |
scientific article; zbMATH DE number 6131171 |
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Exact test for breaks in covariance in multivariate regressions (English)
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28 January 2013
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structural change
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Monte Carlo test
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heteroskedasticity
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0.8146367073059082
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0.8022482395172119
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0.7972755432128906
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0.7941718697547913
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0.7805876135826111
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