An automatic Portmanteau test for serial correlation
J. Carlos Escanciano; Ignacio N. Lobato
| 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 | Korrelation | Correlation | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003877949