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CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test


  • Tom Doan


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Computes 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

Suggested Citation

  • Tom Doan, "undated". "CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test," Statistical Software Components RTS00035, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rts00035
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