Residual autocorrelation testing for vector error correction models
Ralf Brüggemann, Helmut Lütkepohl, Pentti Saikkonen
| Year of publication: |
2006
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|---|---|
| Authors: | Brüggemann, Ralf ; Lütkepohl, Helmut ; Saikkonen, Pentti |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 134.2006, 2, p. 579-604
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| Subject: | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Ökonometrisches Modell | Econometric model | Autokorrelation | Autocorrelation | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| 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/10003374345