MTests with a New Normalization Matrix
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Publication:5863556
DOI10.1080/07474938.2013.833822zbMath1491.62195OpenAlexW1980139904MaRDI QIDQ5863556
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2013.833822
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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