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Search: subject:"Unconditionally heteroscedastic errors"
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Unconditionally heteroscedastic errors
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Gianetto, Quentin Giai
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Patilea, V.
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Rai͏̈ssi, Hamdi
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Journal of Multivariate Analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Testing instantaneous causality in presence of nonconstant unconditional covariance
Gianetto, Quentin Giai
;
Rai͏̈ssi, Hamdi
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10011389673
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2
Corrected portmanteau tests for VAR models with time-varying variance
Patilea, V.
;
Raïssi, H.
- In:
Journal of Multivariate Analysis
116
(
2013
)
C
,
pp. 190-207
The problem of test of fit for Vector AutoRegressive (VAR) processes with
unconditionally
heteroscedastic
errors
is …
Persistent link: https://www.econbiz.de/10011042039
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