An automatic Portmanteau test for serial correlation
Year of publication: |
2009
|
---|---|
Authors: | Escanciano, J. Carlos ; Lobato, Ignacio N. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 151.2009, 2, p. 140-149
|
Subject: | Theorie | Theory | Statistischer Test | Statistical test | Korrelation | Correlation | Autokorrelation | Autocorrelation | Statistische Methodenlehre | Statistical theory |
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