Time series - 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 : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 57.2005, 3, p. 575-596
|