A simple multiple variance ratio test
AbstractComputes the multiple variance ratio statistic from Chow, K.V. and Denning, K. (1993) "A simple multiple variance ratio test", Journal of Econometrics, 58, 385-401
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 58 (1993)
Issue (Month): 3 (August)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- Tom Doan, . "CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test," Statistical Software Components RTS00035, Boston College Department of Economics.
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