CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Computes the multiple variance ratio statistic from Chow, K.V. and Denning, K. (1993) "A simple multiple variance ratio test", Journal of Econometrics, 58, 385-401

Language: RATS
Requires: RATS 6.00
Keywords: Dependence tests; variance ratio test (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/chowdenning.src (text/plain)

Related works:
Journal Article: A simple multiple variance ratio test (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00035

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