Multivariate tests for autocorrelation in the stable and unstable VAR models
Abdulnasser Hatemi-J
| Year of publication: |
2004
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|---|---|
| Authors: | Hatemi-J, Abdulnasser |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 21.2004, 4, p. 661-683
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| Subject: | VAR-Modell | VAR model | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002068720