Residual autocorrelation testing for vector error correction models
| Year of publication: |
2006
|
|---|---|
| Authors: | Brüggemann, Ralf ; Lütkepohl, Helmut ; Saikkonen, Pentti |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 134.2006, 2, p. 579-604
|