Chi-squared portmanteau statistics for vector autoregressive models with uncorrelated errors
Naoya Katayama
| Year of publication: |
2011
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|---|---|
| Authors: | Katayama, Naoya |
| Published in: |
Kansai University review of economics. - Osaka : Fac., ISSN 1344-8463, ZDB-ID 2009312-3. - Vol. 13.2011, p. 1-23
|
| Subject: | VAR-Modell | VAR model | Statistischer Test | Statistical test | Statistischer Fehler | Statistical error | Theorie | Theory |
| 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/10009124209