Multivariate tests for autocorrelation in the stable and unstable VAR models
| Year of publication: |
2004
|
|---|---|
| Authors: | Hatemi-J, Abdulnasser |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 21.2004, 4, p. 661-683
|
| Publisher: |
Elsevier |