how to compare two correlation matrices

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sub100036
Posts: 13
Joined: Thu Feb 25, 2010 9:11 am

how to compare two correlation matrices

Postby sub100036 » Tue May 31, 2016 7:27 pm

How to compare two correlation matrices with same dimensions? Is there a test in Eviews? Compare determinant of those two matrices? Any suggestion is welcome. Thanks.
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