๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Exact test for breaks in covariance in multivariate regressions

โœ Scribed by Lynda Khalaf; Maral Kichian


Book ID
116421581
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
142 KB
Volume
95
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Invariant Tests for Covariance Structure
โœ Jukka Nyblom ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 169 KB

The null hypothesis that the error vectors in a multivariate linear model are independent is tested against the alternative hypothesis that they are dependent in some specified manner. This dependence is assumed to be due to common random components or autocorrelation over time. The testing problem