Testing conditional uncorrelatedness
Liangjun Su; Aman Ullah
| Year of publication: |
2009
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|---|---|
| Authors: | Su, Liangjun ; Ullah, Aman |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 27.2009, 1, p. 18-29
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| Subject: | Korrelation | Correlation | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
| 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/10003805419