CHOWDENNING: RATS procedure to perform Chow-Denning 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 InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00035.
Programming language: RATS
Requires: RATS 6.00
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