On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530): Difference between revisions

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Latest revision as of 08:47, 30 July 2024

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On consistent testing for serial correlation of unknown form in vector time series models.
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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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