Testing conditional uncorrelatedness
Year of publication: |
2009
|
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Authors: | Su, Liangjun ; Ullah, Aman |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 27.2009, 1, p. 18-29
|
Subject: | Korrelation | Correlation | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
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