Testing for serial correlation of unknown form in cointegrated time series models
| Year of publication: |
2005
|
|---|---|
| Authors: | Duchesne, Pierre |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 57.2005, 3, p. 575-595
|
| Publisher: |
Springer |
| Subject: | Vector autoregressive process | cointegration | exogenous variables | kernel spectrum estimator | diagnostic test | portmanteau test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184660