change in Correlation Structure
Posted: Wed Apr 18, 2012 5:33 am
Hi,
I would like to know: how could I apply the test of no change in the correlation structure "principle components decomposition", of the covariance matrix, second table of lanne_lutkepohl paper.
Thank you
I would like to know: how could I apply the test of no change in the correlation structure "principle components decomposition", of the covariance matrix, second table of lanne_lutkepohl paper.
Thank you