On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530)
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scientific article; zbMATH DE number 2055783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On consistent testing for serial correlation of unknown form in vector time series models. |
scientific article; zbMATH DE number 2055783 |
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On consistent testing for serial correlation of unknown form in vector time series models. (English)
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14 March 2004
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vector autoregressive process
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exogenous variables
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dynamic simultaneous equation model
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kernel spectrum estimator
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diagnostic test
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portmanteau test
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