Chi‐Squared Portmanteau Tests for Structural VARMA Models with Uncorrelated Errors
Year of publication: |
2012
|
---|---|
Authors: | Katayama, Naoya |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | ARMA-Modell | ARMA model |
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