readme.dkb.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/151a2d1c-ed36-40db-83c9-1ed34399e392/download/readme.dkb.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |