Portmanteau-type tests for unit-root and cointegration (Q1739591)
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scientific article; zbMATH DE number 7048273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau-type tests for unit-root and cointegration |
scientific article; zbMATH DE number 7048273 |
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Portmanteau-type tests for unit-root and cointegration (English)
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26 April 2019
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autoregressive processes
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cointegration
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portmanteau test
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sample covariance
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unit-root
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