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://journaldata.zbw.eu/dataset/54eaa21e-8ebe-4089-b96b-c1dfa18ba8ab/resource/ee74633f-7146-404d-99b3-b1eae8a8fc0e/download/readme.dkb.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
