Testing non-correlation between two multivariate ARMA time series
| Year of publication: |
2005
|
|---|---|
| Authors: | Hallin, Marc ; Saidi, Abdessamad |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Time Series Analysis (2005) v.26,p.83-106 |
| Source: |
Persistent link: https://www.econbiz.de/10008590455