Multivariate signed-rank tests in vector autoregressive order identification
| Year of publication: |
2004-11
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|---|---|
| Authors: | Hallin, Marc ; Paindaveine, Davy |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Autoregressive processes | Durbin-Watson test | Elliptic symmetry | Interdirections | Ranks | Signs |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Statistical science (2004) v.19 n° 4,p.697-711 |
| Source: |
Persistent link: https://www.econbiz.de/10010735240