Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
| Year of publication: |
2010
|
|---|---|
| Authors: | Raïssi, Hamdi |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 19.2010, 2, p. 304-324
|
| Publisher: |
Springer |
| Subject: | Cointegration | Weak error process | Portmanteau tests | Lagrange multiplier test | Vector error correction model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008674088