Exact test for breaks in covariance in multivariate regressions (Q1934045)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact test for breaks in covariance in multivariate regressions |
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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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