dkb-data.txt
Creators:
Jean-Marie Dufour
;
Lynda Khalaf
;
Marie-Claude Beaulieu
From the dataset abstract
In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR). We focus on tests for serial dependence and ARCH effects with possibly...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/34f571ee-13bd-4b58-92bc-cacc6b733cfa/resource/c7664a23-33b7-4ce3-b747-297f4f17e643/download/dkb-data.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
