Chi-squared portmanteau statistics for vector autoregressive models with uncorrelated errors
Naoya Katayama
| Year of publication: |
2011
|
|---|---|
| Authors: | Katayama, Naoya |
| Published in: |
Kansai University review of economics. - Osaka : Fac, ISSN 1344-8455, ZDB-ID 20093123. - Vol. 13.2011, p. 1-23
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009932127