On the asymptotic distribution of residual autocovariances in VARX models with applications
| Year of publication: |
2005
|
|---|---|
| Authors: | Duchesne, Pierre |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 14.2005, 2, p. 449-473
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| Publisher: |
Springer |
| Subject: | VARX models | vector time series | autocovariance matrices | diagnostic checking |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613237