Corrected portmanteau tests for VAR models with time-varying variance (Q391534)
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: Corrected portmanteau tests for VAR models with time-varying variance |
scientific article; zbMATH DE number 6244295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corrected portmanteau tests for VAR models with time-varying variance |
scientific article; zbMATH DE number 6244295 |
Statements
Corrected portmanteau tests for VAR models with time-varying variance (English)
0 references
10 January 2014
0 references
unconditionally heteroscedastic errors
0 references
residual autocorrelations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9051124
0 references
0.8993073
0 references
0.8984008
0 references
0.8965189
0 references
0.89330846
0 references
0.88701403
0 references
0.8780515
0 references
0.8778596
0 references
