REPORTMATRIX—Use of REPORT for a cross table of statistics

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

REPORTMATRIX—Use of REPORT for a cross table of statistics

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REPORTMATRIX uses REPORT to create a cross table of test statistics for pairs of series (in this case "spillover" tests for a BEKK-GARCH model).

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