We first construct a new generalized Hausman test for detecting the structural change in a multiplicative form of covariance matrix time series model. This generalized Hausman test is asymptotically ...
Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables. For example, economists connect the ...
The linear multiple regression model is analyzed assuming the error vector has a multivariate Student-t distribution with zero location vector and scalar dispersion ...
ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...
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