Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal rank-based tests for block exogeneity in vector autoregressions |
scientific article; zbMATH DE number 6244292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rank-based tests for block exogeneity in vector autoregressions |
scientific article; zbMATH DE number 6244292 |
Statements
Optimal rank-based tests for block exogeneity in vector autoregressions (English)
0 references
10 January 2014
0 references
VAR models
0 references
block independence
0 references
local asymptotic normality
0 references
multivariate ranks
0 references
multivariate signs
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.89342976
0 references
0.89007187
0 references
0.8706855
0 references
0.87015134
0 references
