Testing constancy of the error covariance matrix in vector models

Bruno Eklund, Timo Teräsvirta

Year of publication:	2007
Authors:	Eklund, Bruno ; Teräsvirta, Timo
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 140.2007, 2, p. 753-780
Subject:	Korrelation \| Correlation \| Statistischer Test \| Statistical test

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